What do you have - 1 min ohlc data?
If so, lets take the example of converting that to, say, 5 min data.
Get all the OHLC data arranged into four columns (o,h,l and c obviously). I guess 5 columnsas the left hand one is gonna represent time.
Then, every 5 rows, you're gonna need a 5 min data point. So colum A is time, columns b,c,d,e re 1 min ohlc, and columns f,g,h,i are 5 min ohlc (but only populated every 5 rows as stated).
Formula for column f is to simply take the first value of column b that occurred (i.e. where the 5 min period opened).
Column g is to take the highest of the five applicable points in column c (i.e. the highest of the five highs).
column h takes the minimum of the previous five values from d (i.e. the lowest of the 5 lows). Use the MIN function.
column i is simply the latest closing value from column e (i.e. closing value of row 5).
Once you have these four data points on row 5, copy them, then select column f on every subsequent 5th row all the way to the end of your data and use Paste Special: Formulas rather than just paste.
Should do the trick. Most elegant way I can think of.
Hope that helps. Obviously if your columns aren't quite in the order I described then chop and change as appropriate, but that column order is a fairly common one for that type of data.
GJ
