Live data to same day OHLC data
I am very much interested in purchasing .NET access. But, I will be able to realize its maximum utility only if I am able to create OHLC candle data using live data. Say, I start my day at 09:15, I will be receiving RTD data on my market watch but, is there any way by which I can store OHLC data of 09:15:00 to 09:19:59 in 4 cells and so on for the entire day?
This is the biggest hurdle I have been facing lately. If somehow you can suggest a way to overcome this, I will be more than happy in paying for the subscription.
you can use the historical data download option and store the data into separate sheet using macro. you can get only volume, open,high , low and close price