Group OHLC-Stockmarket Data into multiple timeframes - Mysql

Question

I need to group stockmarket \"1min\" data with {Name, DateTime, Open, High, Low, Close, Volume} into different timeframes ie. \"5mins/15mins/60mins\" on MYSQL. Schema built

Answer 1

I know this is an old question, but look at this much "simpler" solution. There is a trick for open and close price. You might like it.

SELECT
  FLOOR(MIN(`timestamp`)/"+period+")*"+period+" AS timestamp,
  SUM(amount) AS volume,
  SUM(price*amount)/sum(amount) AS wavg_price,
  SUBSTRING_INDEX(MIN(CONCAT(`timestamp`, '_', price)), '_', -1) AS `open`,
  MAX(price) AS high,
  MIN(price) AS low,
  SUBSTRING_INDEX(MAX(CONCAT(`timestamp`, '_', price)), '_', -1) AS `close`
FROM transactions_history -- this table has 3 columns (timestamp, amount, price)
GROUP BY FLOOR(`timestamp`/"+period+")
ORDER BY timestamp  

period is in seconds