Resampling Minute data

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天涯浪人
天涯浪人 2020-12-02 09:33

I have minute based OHLCV data for the opening range/first hour (9:30-10:30 AM EST). I\'m looking to resample this data so I can get one 60-minute value and then calculate

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  • 2020-12-02 10:10

    You can use the base argument of resample:

    sample.resample('60Min', how=conversion, base=30)
    

    From the above docs-link:

    base : int, default 0
        For frequencies that evenly subdivide 1 day, the “origin” of the aggregated intervals.
        For example, for ‘5min’ frequency, base could range from 0 through 4. Defaults to 0

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