Hi,
I have collection of data into my csv.
Stock,BarDateTime,Open,High,Low,Close
3045,2012-10-10 09:15:00.000,2255.00,2261.80,2254.15,2256.25
3045,2012-10-10 09:16:00.000,2256.65,2261.85,2256.65,2261.85
3045,2012-10-10 09:17:00.000,2262.05,2263.00,2261.15,2261.15
3045,2012-10-10 09:18:00.000,2261.20,2261.20,2258.15,2259.00
3045,2012-10-10 09:19:00.000,2257.70,2259.55,2257.70,2258.90
3045,2012-10-10 09:20:00.000,2258.80,2259.70,2256.20,2257.00
3045,2012-10-10 09:21:00.000,2257.15,2257.15,2255.20,2255.80
3045,2012-10-10 09:22:00.000,2254.55,2254.55,2250.60,2251.20
3045,2012-10-10 09:23:00.000,2251.30,2251.30,2249.60,2249.60
3045,2012-10-10 09:24:00.000,2249.60,2250.90,2249.00,2250.90
3045,2012-10-10 09:25:00.000,2250.90,2253.60,2250.90,2252.80
3045,2012-10-10 09:26:00.000,2252.60,2252.60,2251.50,2252.00
3045,2012-10-10 09:27:00.000,2252.70,2255.00,2252.45,2252.85
3045,2012-10-10 09:28:00.000,2252.85,2252.85,2252.10,2252.10
3045,2012-10-10 09:29:00.000,2253.80,2254.85,2253.80,2254.45
3045,2012-10-10 09:30:00.000,2254.25,2254.25,2252.00,2252.00
3045,2012-10-10 09:31:00.000,2252.10,2252.10,2251.20,2252.00
3045,2012-10-10 09:32:00.000,2252.65,2254.40,2252.65,2254.35
3045,2012-10-10 09:33:00.000,2255.05,2256.95,2255.05,2256.05
3045,2012-10-10 09:34:00.000,2255.55,2257.90,2255.55,2256.85
3045,2012-10-10 09:35:00.000,2256.00,2257.00,2255.10,2256.60
3045,2012-10-10 09:36:00.000,2256.50,2256.50,2255.25,2255.40
3045,2012-10-10 09:37:00.000,2255.10,2255.10,2254.40,2254.40
3045,2012-10-10 09:38:00.000,2254.00,2257.50,2253.30,2256.30
3045,2012-10-10 09:39:00.000,2256.30,2258.95,2255.60,2257.60
3045,2012-10-10 09:40:00.000,2258.00,2258.00,2256.35,2257.05
As you can see periodicity of this data is 1 Minute interval(See second column BarDateTime "yyyy-mm-dd HH:MM:SS.SSS"). I want to convert this data into other custom periodicity like 3,5,7 Minute interval with OHLC calculated accordingly. Is there any C# dll or program which can convert collection of this data into any other custom periodicity, by using lowest loops iteration for better performance. I want output this data into dynamic array cause i will be adding data to this collection in realtime mode.
Above data in my C# application, creating dataset from CSV file.
Please let me know if you know any such readily available program or dll.