/Tick2Candle

Command line app to convert tick data to OHLC candles

Primary LanguageC++

Tick2Candle

Command line app to convert tick data to OHLC candles

Arguments

--t "path to tick file directory"
--o "path to candle output directory"
--ask col number
--bid col number
--time col number
--ua use ask
--ub use bid
--um use mid
--ph period hours
--ps period second