I have tick data that I'd like to convert to OHLC data at various
arbitrary timeframes - 1 minute, 5 minutes, one hour, etc.  I've
searched "R site search" and looked into RMetrics and the closest I
found was the not-yet-released fTickdata package.
 
I don't think it would be challenging to write this routine myself, but
I have to believe I'm not the first to attempt this, and the solution is
out there somewhere.  
 
Can anyone help point me in the right direction, or give me some better
search words?
 
Thanks,
 
Bret Shroyer

	[[alternative HTML version deleted]]

