How to calculate OHLCV data from tick data in influxdb?

Heo · October 24, 2022, 2:13pm

I try to query with flux script, but got trouble with that, please take a look at the question. The script prints nothing,
How to calculate OHLCV data from tick data in influxdb? - Stack Overflow

Anaisdg · October 31, 2022, 4:25pm

Hello @Heo,
Welcome! For a candlestick function I’d try the following:

github.com/influxdata/flux

OHLC (open-high-low-close) Function

opened 06:50PM - 20 Aug 21 UTC

timhallinflux

new function

An open-high-low-close chart (also OHLC) is a type of chart typically used to il…lustrate movements in the price of a financial instrument over time. Each vertical line on the chart shows the price range (the highest and lowest prices) over one unit of time, e.g., one day or one hour. Create a function within Flux to produce this output. Example: ``` ohlc = (tables=<-) => tables |> reduce( identity: { total: 0.0, high: 0.0, low: 0.0, close: 0.0 }, fn: (r, accumulator) => ({ total: accumulator.total + r._value, high: if accumulator.total + r._value > accumulator.high then accumulator.total + r._value else accumulator.high, low: if accumulator.total + r._value < accumulator.low then accumulator.total + r._value else accumulator.low, close: accumulator.close + r._value, }) ) ```

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How to calculate OHLCV data from tick data in influxdb?

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