ConvertTime & Convert.c?

string InName = "Data\\DAT_ASCII_EURUSD_M1_2013.csv";  // name of the CSV file
string OutName = "History\\EURUSD_2013x.bar";

typedef struct _SYSTEMTIME {
    WORD wYear;
    WORD wMonth;
    WORD wDayOfWeek;
    WORD wDay;
    WORD wHour;
    WORD wMinute;
    WORD wSecond;
    WORD wMilliseconds;
} SYSTEMTIME;

API(SystemTimeToVariantTime,oleaut32)
int _stdcall SystemTimeToVariantTime(SYSTEMTIME* lpSystemTime, double* pvtime);

DATE ConvertTime(int Year,int Month,int Day,int Hour,int Minute,int Second)
{
	SYSTEMTIME Time;
	memset(&Time,0,sizeof(SYSTEMTIME));
	if(Year < 50) Year += 2000;
	else if(Year < 100) year += 1900;
	Time.wYear = Year;
	Time.wMonth = Month;
	Time.wDay = Day;
	Time.wHour = Hour;
	Time.wMinute = Minute;
	Time.wSecond = Second;
	
	DATE vTime;
	SystemTimeToVariantTime(&Time,&vTime);	
	return vTime;
}

string readTick(string content,TICK* tick)
{
// tokenize a single line	
	char* line = strtok(content,"\n");
	if(!line) return 0;
	
// read "20100103 170000;1.430100;1.430400;1.430100;1.430400;0"
	int Year, Month, Day, Hour, Minute, Second; 

	if(10 != sscanf(line,"%4d%2d%2d %2d%2d%2d;%f;%f;%f;%f;",
		&Year, &Month, &Day, &Hour, &Minute, &Second,
		&tick->fOpen, &tick->fHigh, &tick->fLow, &tick->fClose)) 
		return 0;
		
// store the time in DATE format
	tick->time = ConvertTime(Year,Month,Day,Hour,Minute,Second);

// return pointer to next line
	return line+strlen(line)+1;
}

function main()
{
	if(!file_length(InName))
		quit("Data file not found!");
		
// allocate TICK array		
	int maxticks = 60*24*365; 
	TICK* ticks = malloc(maxticks*sizeof(TICK)),
		tick = ticks+maxticks; 

// read ticks in reverse order	
	string content = file_content(InName);
	while(content) 
		content = readTick(content,--tick);

// store the ticks
	int size = (int)(ticks+maxticks)-(int)(tick+1);
	file_write(OutName,tick+1,size);
	free(ticks);

	printf("\nRead %d ticks",size/sizeof(TICK));
}