We use pandas to aggregate one minute candlesticks to different timeframes in python. We also show how you can aggregate tick by tick / trade data into candlesticks of any length of your choosing.
00:00 Aggregating one minute candles into other timeframes
11:12 - Aggregate trade/tick data into candlesticks
⭐ Code:
https://gist.github.com/ChadThackray/...