Group DataFrame in 5-minute intervals

Question

How do I get just the 5 minute data using Python/pandas out of this csv? For every 5 minute interval I\'m trying to get the DATE, TIME,OPEN, HIGH, LOW, CLOSE, VOLUME for tha

Answer 1

Another way using pandas is to use its TimeGrouper-function. Its purpose is just meant for use cases like yours.

import pandas as pd

df = pd.DataFrame("Your data provided above")
df["DATE"] = pd.to_datetime(df["DATE"])
df.set_index("DATE", inplace=True)

df = df.groupby(pd.TimeGrouper('5Min')).agg({
                                        "OPEN":  "first",
                                        "HIGH":  "max",
                                        "LOW":   "min",
                                        "CLOSE": "last",
                                        "VOLUME": "sum"
                                    })

The provided script uses an aggregation you might have in mind since you're dealing with stock-data. It aggregates in a way that you will end up with the 5-min candles resulting from your 1-min candles.