Convert tick data to OHLC and multi-tick data using PostgreSQL
$30-250 NZD
In Progress
Posted about 7 years ago
$30-250 NZD
Paid on delivery
There are three main tasks for this project they are described below. The scripts will need to be written in SQL for PostgreSQL 9.6 The scripts needs to be fast and efficient as possible! This is very important.
You will need to be familiar with tick and OHLC financial data to do this project.
Task 1: Convert tick data into OHLC data using PostgreSQL script
- Time frames for OHLC data need to be settable by multiples of either sec, mins, hours, days, months, yrs
- There are two OHLC variations to implement.
Task 2: Convert tick data to multi-tick data using PostgreSQL
Task 3: Convert OHLC data to higher order OHLC data using PostgreSQL script
- For ex, 5sec OHLC to 1hour OHLC
If you are interested message me and I will send you a requirements document for the project.
2.5+ years of professional and 3+ years of freelancer. Designed and Developed many systems and solutions. Contact me ASAP with more details. I am interested. Thanks, Junaid