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
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