How to Calculate OHLC Bars in DolphinDB
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OHLC bars can be efficiently calculated in various scenarios in DolphinDB. This tutorial will introduce how to calculate OHLC bars with historical data and real-time data. With historical data We will explain how to calculate OHLC bars with batch calculation for the following scenarios: the starting time of the OHLC windows need to specified; multiple trading sessions in a day, including overnight sessions; overlapping OHLC windows; OHLC windows deliminated based on trading volume. If there is a very large amount of data, and the results need to be written to the database, we can use the built-in Map-Reduce function in...
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