Converting OHLC stock data into a different timeframe with python and pandas
Could someone please point me in the right direction with respect to OHLC data timeframe conversion with Pandas ? What I'm trying to do is build a Dataframe with data for higher timeframes, given data with lower timeframe. For example, given I have the following one-minute (M1) data: Open High Low Close Volume Date 1999-01-04 10:22:00 1.1801 1.1819 1.1801 1.1817 4 1999-01-04 10:23:00 1.1817 1.1818 1.1804 1.1814 18 1999-01-04 10:24:00 1.1817 1.1817 1.1802 1.1806 12 1999-01-04 10:25:00 1.1807 1.1815 1.1795 1.1808 26 1999-01-04 10:26:00 1.1803 1.1806 1.1790 1.1806 4 1999-01-04 10:27:00 1.1801 1