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Export as Python
Create spread data (min, max, avg) from .CSV files containing tick data.
Input path
Directory path where the raw data files are stored.
Period width
Number of seconds in each period. Each spread data will be calculated based on this period length.
Filename list
test.csv
List of filenames, one per line. Ordering of columns: date/time, open, high, low, close, volume.
First line contains headers.
Check this if you want to skip the first line.