Help to Transform Trading Data

1

Hi,
I have data for ES futures trading downloaded.
I want to transform this data as follows:

Ticker (this is not stored in file, I have to enter it for all files. For this file it is ES)
Date
RegHrsHighest (Regular Hrs is 9:30 AM to 4 PM and I want to get Highest price in this time range).
RegHrsHighTime (time Highest price occurred)
RegHrsLowest
RegHrsLowTime
ExtHrsHighest (Extended hours are from 6PM for a day before to 9:30 AM of today)
ExtHrsHighTime
ExtHrsLowest
ExtHrsLowTime
RegHrsRange (Reg Hrs High-Low)
ExtHrsRange (Ext Hrs High-Low)
DayRange (Entiore Day High and Low)

Please see the CSV file at:

Can someone help and guide me if this can be done and if yes, how?

Thanks in advance.

Taj Haslani
taj@haslani.com

2

Hi Taj,

Please don’t expect people on the forum to design a full transformation workflow for you. Did you start doing the transformation yourself and run into a particular problem? If yes, what was the problem exactly?

3

I am able to get HIGH and LOWEST of price but not sure how to get TIME associated with the HIGH and LOW value.

4

are there any freelancers here who can guide me to accomplish this for the price?

5

You can derive 2 tables. In one table use the “Keep min/max” action to keep only the highest price (there are 4 columns with prices in the table, you didn’t specify which price you’re interested in). Similarly, in the other derived table keep only the lowest price for each day.

See the example below.

trading-data.morph (3.7 KB)

If you’re new to EasyMorph, I highly recommend going through the tutorial.