hi hope someone can help.
i have 5min data for ftse100 london stock exchange
it is made up in the following column headers
date/time , open price, close price, high , low
thus i have rows like this - 11/11/13 8.00, 6685, 6691, 6695, 6682
for each 5min of the day from 8.00am to 4.25pm -102 rows per day across a number of days
what want is 2 new columns daily high , daily low which as you can guess is the lowest low from the days range and highest high from days range
now i want the calculation to star from the 8.05 bar not the 8.00 bar so from 8.05 to 4.25 you may ask why well the reason is that the open 8.00 bar (row )each day is not a true reflection of the price movement in that 5min rather is calculated across the close of the 4.25 bar and the high and low in out of hours trading from 4.35pm to 7.55am the next day what i want is the true hogh and low in the day from 8.00 to 4.30pm , and thought by ignoring the first daily row it will give me a good enough daily high and low
hope you can help
i have 5min data for ftse100 london stock exchange
it is made up in the following column headers
date/time , open price, close price, high , low
thus i have rows like this - 11/11/13 8.00, 6685, 6691, 6695, 6682
for each 5min of the day from 8.00am to 4.25pm -102 rows per day across a number of days
what want is 2 new columns daily high , daily low which as you can guess is the lowest low from the days range and highest high from days range
now i want the calculation to star from the 8.05 bar not the 8.00 bar so from 8.05 to 4.25 you may ask why well the reason is that the open 8.00 bar (row )each day is not a true reflection of the price movement in that 5min rather is calculated across the close of the 4.25 bar and the high and low in out of hours trading from 4.35pm to 7.55am the next day what i want is the true hogh and low in the day from 8.00 to 4.30pm , and thought by ignoring the first daily row it will give me a good enough daily high and low
hope you can help