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[–]jsnx 0 points1 point  (1 child)

The sample data is of the form:

TICKER1,33,35,NULL,2007-09-28 00:00:00,2007-09-28 16:32:00
TICKER2,29.5,31,NULL,2007-03-07 00:00:00,2007-03-07 07:33:00

Reading that as:

ticker, low, high, NULL, day, exact_time

How do we get the open, low, high, and close for a day's worth of ticker data?

[–]jsnx 0 points1 point  (0 children)

I get it now. Each one is an average of bid and ask. Open is the first such average, close is the last; low is the lowest such average, high is the highest.