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3
votes
1
answer
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views
Aggregating quotes data for different time frames
I need to aggregate data for a higher time frame. I have data for 1 min time frame as follows
Time Min Max
15:00 9 31
15:01 7 19
15:02 7 19
15:03 8 17
15:04 8 22
15:05 4 25
and …