Disclosure: I have 0 background in economics, finance or any directly related field.
I have been given multiple sets of supposedly daily tick data (I say supposedly because I could not tell if it wasn't), that I would like to simplify for analysis. I have spent the last couple of hours trying to squeeze the necessary information out of google, but what I found is either too high level or the data in the examples were already pre-filtered/-aggregated.
If possible I would like to simplify the dataset so that I get a relatively accurate representation of inter-day change in ask and bid price.
The data I have currently looks like this (top rows of ~1.5 Million):
The results should, if possible, looks similar to this:
Thanks!
PS: The images are not from the same datasets or source, so they will not match (column names, volume, prices, etc.)
PPS: I'm more than happy to provide additional information, if necessary.