Script for calculating data

[Jtrader]

I have some old data that I'm trying to build a 1 min bar chart from. The end result will have the open, high, low, last, volume for each minute.

The data looks like this:

date.........time........price......volume

10/1/2004 13:45:00 1129.25 0

10/1/2004 13:45:01 1129.25 5

10/1/2004 13:45:01 1129.25 5

10/1/2004 13:45:01 1129 9

10/1/2004 13:45:01 1129 1

10/1/2004 13:45:01 1129 2

10/1/2004 13:45:01 1129.25 160

10/1/2004 13:45:01 1129.25 0

10/1/2004 13:45:01 1129.25 1

10/1/2004 13:45:02 1129.25 1

10/1/2004 13:45:02 1129.25 10

10/1/2004 13:45:02 1129.25 10

10/1/2004 13:45:02 1129.25 25

10/1/2004 13:45:02 1129.25 2

10/1/2004 13:45:02 1129.25 1

10/1/2004 13:45:02 1129.25 1

10/1/2004 13:45:03 1129.25 1

10/1/2004 13:45:03 1129.25 1

10/1/2004 13:45:03 1129.25 2

10/1/2004 13:45:03 1129.25 5

10/1/2004 13:45:05 1129.25 1

10/1/2004 13:45:05 1129.25 10

10/1/2004 13:45:05 1129.25 20

10/1/2004 13:45:08 1129.25 3

10/1/2004 13:45:09 1129.25 4

Would be much appreciated if someone could help me understand how I might tell FM6 to output my results as:

date, time, open, high, low, close, volume.

I understand that ea output # needs it's own defined field but I'm not sure how to get it to look at 1 min slices.

Thanks

[sbg2]

"I understand that ea output # needs it's own defined field but I'm not sure how to get it to look at 1 min slices."

How about a calculation field with "result is" Time:

MyTimeByMinute = Time (Hour(MyTime) ; Minute(MyTime) ; 0)

[BobWeaver]

How about a self join relationship on the date field, sorted by time ascending.

Then you can use:

self::Price to get the opening price

Last(self::Price) to get the closing price

Max(self::Price) to get the max price

Min(self::Price) to get the min price

Sum(self::Volume) to get the total volume

To output the report, create a layout with a subsummary part summarized by date. Put the above calculated fields in it. Delete the body part of the layout since you don't need it. Sort by date and then print.

[BobWeaver]

Oops, rereading your original post I realized that you want the open, high, low and close for each minute, not each day.

The solution is only slightly different though. You will need to create a calculation field to distinguish the minute of the day:

DayAndMinute = Date & " " & TimeToText(Int(Time/60)*60)

Now make the self join relationship based on this field instead of Date, and make the subsummary in the report based on this field. Everything else should be the same.

P.S. One more bit of advice: Buy low, Sell High

[Jtrader]

Thanks for the replies, will look into the suggestions. Didn't realize the original post was moved.