stock data timeframe

erickguz

Board Regular
Joined
May 11, 2010
Messages
58
Hi, I looked on site but the example did not pertain to what I need.

I presently am using many "helper" cells.
I have a stock feed provider where I get live intraday quotes. The problem is that it can only provide quotes in 1 interval at a time. For example, I can only get 5 minute data instead of 5, 15, and 60 minute data (to graph).
The last cell on row 2000 has the most recent 5 minute quote, like this:

Time/5-Minute Open/High/Low/Close
11:45 am 13.80/13.90/13.70/13.80
11:50 am 13.79/13.92/13.72/13.82
11:55 am 13.83/13.89/13.69/13.79
12:00 pm 13.80/13.95/13.79/13.90

I presently use a lot of helpers like indirect so that from these data I can create a 15 minute chart. For the 12:00 pm 15-Minute bar, which would use data from 11:50 am - 12 pm, I will get the following:

Time/ 15-Minute Open/High/Low/Close
12:00 pm 13.79/13.95/13.69/13.90

The Open is from 11:50 am
The High is the max from 11:50 am to 12:00 pm
The Low is the min from 11:50 am to 12:00 pm
The Close is the last price - Close from 12:00 pm

The data are dynamic, so they end on cell c2000. The new bar that updates will appear on cell c2000, with the previous bar moving up. This allows me to graph the data. For example the above time frame would be (5 minutes later):

11:50 am
11:55 am
12:00 pm
12:05 pm

Also, I am trying to keep the integrity of the interval; thus...

- If it is 11:50 am, It will be in the 12:00 pm bar
- If it is 11:45 am, it will be in the 11:45 pm bar
- If it is 12:05 pm, it will be in the 12:15 pm bar

Crazy? I know, I have like ten helper columns, and it slows down excel/graphs, etc. I am just wondering if I'm missing something; my formulas are very basic.

Thanks.
 
Last edited:

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