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What I want today: financial tick aggregation

Anybody who’s done any trading or investing is familiar with the standard financial HLOC time-series chart. Even Excel has ‘em. You take an underlying time-series of price data (sometimes recording in sub-second time-frames) and you just bin those raw numbers. The “1-minute” HLOC stock chart, for example, shows you the high, low, open and close prices aggregated over every discrete 1-minute period. The “30-minute” HLOC chart divides the same underlying data into 30-minute blocks. Same data, different views. These are daily workhorses for anybody who deals with equity prices.

What I want is the same functionality for my portfolio’s total value. Multiply each price tick by my holding of that security, combine them into a single time-series, and add them up over time.

You’d think that would be obvious. Not so! I can’t find a single online vendor—Google Finance included—who can do the simple arithmetic. Actually, they do the arithmetic, because there’s always a line-item on the values table showing total portfolio value. But they never chart it.

How hard is it to make that mental leap, people? Graph it. Show, don’t tell.

Andrew said,

July 20, 2007 @ 10:03 am

Bravo! Funny that a search for the same idea led me to your post, just a few days after you made it. I second this idea… seems so simple of a feature ot have. At this point, I’l resigning to copy the HLOC daily to excel and chart it myself, but of course, that sucks.

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