Example: I have tick data for AUDUSD and also for USDCAD I would like to create a new CSV file based upon this data for AUDCAD.
I want to be able to this for a lot more currency crosses.
AUDUSD & GBPUSD creates GBPAUD
AUDUSD & EURUSD creates EURAUD
USDCAD & GBPUSD creates GBPCAD
USDCHF & USDCAD creates CADCHF
USDCAD & EURUSD creates EURCAD
AUDUSD & NZDUSD creates AUDNZD
What all calculations have in common is the fact that the USD is the common currency.
More details available upon request.
The CSV files are large 4-5 GB each, they exceed the excel maximum lines.