GroupInfo Class

private void Form1_Load(object sender, EventArgs e) {
    Series series = chartControl.Series["Random Data"];
    series.DataSource = GenerateData(100_000);
    series.ArgumentDataMember = "Argument";
    series.ValueDataMembers.AddRange("Value", "Value", "Value", "Value");

    XYDiagram diagram = chartControl.Diagram as XYDiagram;
    diagram.AxisX.DateTimeScaleOptions.AggregateFunction = AggregateFunction.Custom;
    diagram.AxisX.DateTimeScaleOptions.CustomAggregateFunction = new OhlcAggregateFunction();
}

class OhlcAggregateFunction : CustomAggregateFunction {
    public override double[] Calculate(GroupInfo groupInfo) {
        double open = groupInfo.Values1.First();
        double close = groupInfo.Values1.Last();
        double high = Double.MinValue;
        double low = Double.MaxValue;
        foreach (double value in groupInfo.Values1) {
            if (high < value) high = value;
            if (low > value) low = value;
        }

        return new double[] { high, low, open, close };
    }
}

Private Sub Form1_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    Dim series As Series = chartControl.Series("Random Data")
    series.DataSource = GenerateData(100_000)
    series.ArgumentDataMember = "Argument"
    series.ValueDataMembers.AddRange("Value", "Value", "Value", "Value")

    Dim diagram As XYDiagram = TryCast(chartControl.Diagram, XYDiagram)
    diagram.AxisX.DateTimeScaleOptions.AggregateFunction = AggregateFunction.Custom
    diagram.AxisX.DateTimeScaleOptions.CustomAggregateFunction = New OhlcAggregateFunction()
End Sub

Private Class OhlcAggregateFunction
    Inherits CustomAggregateFunction

    Public Overrides Function Calculate(ByVal groupInfo As GroupInfo) As Double()
        Dim open As Double = groupInfo.Values1.First()
        Dim close As Double = groupInfo.Values1.Last()
        Dim high As Double = Double.MinValue
        Dim low As Double = Double.MaxValue
        For Each value As Double In groupInfo.Values1
            If high < value Then
                high = value
            End If
            If low > value Then
                low = value
            End If
        Next value

        Return New Double() { high, low, open, close }
    End Function
End Class