I have a week of tick data, approximately 40000 cells in a column.
(Date, Time, Price)

I need to organise this data into 3 hour blocks, meaning open, close,
high and low within a 3 hour period.

How do I select the value closest to the start on a 3 hour block. For
example if the desired 3hour block starts at 18:00:00 and the nearest
entry is 18:00:34, the price at 18:00:34 is therefore the "open" price
for the 18:00 til 21:00 block. Same case applies for the closing
price.

How do I select the highs and lows in each respective block?

The 3 hour block data should be represented in the next sheet.

Thanks to anyone who can help.


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x3mist
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