Creating OHLC from tick data?

sask

Junior member
19 1
Hi,
I have EUR/USD tick data in the following format going back to 2007
<TIMESTAMP> <ASK> <BID>

I would like to know what should I use, ASK or BID or Mid-point to create a Open, High, Low and Close over, say a 5-min time frame.

Any suggestions will be greatly appreciated.

Thanks,
Sask.
 

sask

Junior member
19 1
Hi,
I have EUR/USD tick data in the following format going back to 2007
<TIMESTAMP> <ASK> <BID>

I would like to know what should I use, ASK or BID or Mid-point to create a Open, High, Low and Close over, say a 5-min time frame.

Any suggestions will be greatly appreciated.

Thanks,
Sask.

I just used the mid-point.
 
 
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