The actual term for this is downsampling. If you are trying to take 1-minute bar data and create 5-min bar data there are a few rules you should follow.
The bar name is where it starts, not where it ends. The bar in your example should be called the 15:00 bar, not the 15:05 bar.
It should not include the 15:05 1-minute bar. The bar should start at 15:00 ...
I've built an Excel Add-in (https://www.excelpricefeed.com/) which enables retrieval of data from Yahoo Finance (as well as other data providers). The Add-in currently provides live and historic prices to Excel cells via simple formulas such as:
=EPF.Yahoo.Historic.Close("TSLA", "1 May 2019")
It also has a UI for bulk downloading ...