How to get 5minute candle stick data

Trading
1

how to get the last 5 minutes open high low close of a particular stock
to implement an algo trading strategy

2

Hello,

You can get data for 1 minute time interval and then convert it into 5 minute interval data. Here is the below code in C# to convert 1 minute interval data to 5 minute interval data.

public static List<Ohlcv> ConvertTo5MinuteCandles(List<Ohlcv> candles)
    {
        return candles
            .GroupBy(c => new DateTime(c.Time.Year, c.Time.Month, c.Time.Day, c.Time.Hour, c.Time.Minute / 5 * 5, 0))
            .Select(group => new Ohlcv
            {
                Time = group.Key,
                Open = group.First().Open,
                High = group.Max(c => c.High),
                Low = group.Min(c => c.Low),
                Close = group.Last().Close,
                Volume = group.Sum(c => c.Volume)
            })
            .OrderBy(c => c.Time)
            .ToList();
    }

Hope it helps.

Thanks

3 Likes
3

Thakyou so much for your guidance