Regarding Question 1: Consider this Example, 31MAR16:00:05:00, this is supposed to contain minutes 1, 2, 3, 4 and 5 on 31MAR16. Similarly 31MAR16:00:10:00, This is supposed to contain minutes 6, 7, 8, 9 and 10. Question 2: Considering the new Date time index, New entry would look like this 31MAR16:00:00:00 high = Max_high (31MAR15:00:56:00, 31MAR15:00:57:00, 31MAR15:00:58:00, 31MAR15:00:59:00, 31MAR16:00:00:00) Low = Min_low (31MAR15:00:56:00, 31MAR15:00:57:00, 31MAR15:00:58:00, 31MAR15:00:59:00, 31MAR16:00:00:00) Open = (Open Value at 31MAR15:00:56:00) Close = (Close Value at 31MAR16:00:00:00) Volume = sum_volume ( 31MAR15:00:56:00, 31MAR15:00:57:00, 31MAR15:00:58:00, 31MAR15:00:59:00, 31MAR16:00:00:00) exchange and market are same for all.
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