Upsampling External Data

Hi all,

I download external OHLC data in a csv file and parse/load it during runtime. The csv file have 1 minute OHLC however I'd like to resample it to 60 min OHLC. I prefer relying on Zorro's internal algorithm than writing my custom function.. Is there a Zorro function exposed to end-user to achieve this? I couldn't find any in the manual.

Thanks a lot.

You could use the scripts I'm using as a starting point: https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=473310#Post473310

But I think, there is an easier way with the CSV to history script that comes with Zorro. You will find it in the scripts folder.

Thanks Smon. Just to clarify, as far as I see, resampling happens in your python script ['split_file' function] not in c file, am i correct?

Unfortunately, CSV to History script only converts csv format to t6 format as it is, without any resampling.

I was hoping to make Zorro resample external price data during runtime; similar to how Zorro resamples t6 files with BarPeriod when price data added as an asset.

Cheers.