Resample 1 minute to 15 minutes
Is there a way to use 1 minute data to create a 15 minute version? All I can see from TimeFrames is the actual unit, rather than a count in the unit?
Idea would be to "sum" up 15 "1-minute" bars to give a "15-minute" bar and so on.
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Thanks. Now that I know that, compression makes more sense.
Would probably be of value to make it a bit more explicit that compression can convert data. I had a look at all the examples and it mostly "uses" compression, rather than stating compression is used to summarise data to different timeframes ;-)
Thanks for the pointer anyway!