Python re-sampling time series data which can not be indexed
问题 The purpose of this question is to know how many trades "happened" in each second (count) as well as the total volume traded (sum). I have time series data which can not be indexed (as there are multiply entries with the same time-stamp - can get many trades on the same millisecond) and therefor the use of resample as explained here can not work. Another approach was to first to do group by time as shown here (and later to resample per seconds). The problem is that grouping will cause only