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Manipulate financial data


From: babelproofreader
Subject: Manipulate financial data
Date: Sat, 14 Nov 2009 07:37:12 -0800 (PST)

I have foreign exchange data in csv format in the form of 

687463866,EUR/USD,2009-01-25 17:00:09.000,1.295800,1.297000,D

687463950,EUR/USD,2009-01-25 17:00:34.000,1.295900,1.297100,D

687463961,EUR/USD,2009-01-25 17:00:36.000,1.295800,1.297000,D

and what I would like to do is group the data into various time frames i.e.
1 min, 5 min, 1 hour etc with a view to creating candlestick charts and
calculating various indicators, but I am not sure what would be the best
approach to take. At the moment my only idea is to loop over the 3rd column
of data and using if statements extract the relevant data from columns 4 and
5. However, due to the format of the date/time column I am not even sure if
this would be possible. Any suggestions or references to relevant parts of
the manual would be appreciated. 
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