Hello. Tick-By-Tick Data are saved into InfluxDB v1.7.x and I am struggling to find the right QUERY for :Tick-By-Tick data to OHLC every N ticks. Your kind assistance will be greatly appreciated. Thank you.
SELECT COUNT(bid) as count, MIN(bid) as low, MAX(bid) as high, FIRST(bid) as open, LAST(bid) as close, SUM(volume) as volume FROM LMAX_EURUSD GROUP BY ?? (every N ticks)