Hi, I'm now practicing on convert resampling tick history from this csv file https://drive.google.com/file/d/11N382HTiJkJ9jWWqX3zqrnIRidPgjA-e/view?usp=sharing
I' try to following this step https://blog.quantinsti.com/tick-tick-ohlc-data-pandas-tutorial/?utm_campaign=News&utm_medium=Community&utm_source=DataCamp.com
but seems it does work from my csv. file
As now I'm trading with this broker so I want to have more precise tick on the backtesting data. Can anyone advise how to code for OHLC format?
Hello Kasidit,
Any error or issue you're facing after trying out this method? If you could share that with us the diagnostic will be easier to do.
You can check the code for resampling from minute level data to other frequency in this blog. You can follow a similar approach to resample the data.
Thanks
Not sure if we the time stamp column is correctly formatted. Your code and error would be helpful for assessment.
| 2020-05-20 00:00:00.046Z |
| 2020-05-20 00:00:01.939Z |
| 2020-05-20 00:00:03.733Z |