Then it is quite a surprise.
lets say only 1 min is missing out of 5 needed (most likely cause no trade was actually made in that time, which happens very frequently)
I don't understand why a resample won't happen with 4 out of the 5 minute?
for me, it make more sense to work with the missing values (first price available is open, last for close, min-max for high and low, and sum for volume) instead of disregarding them completely
for the case when we are missing the whole 5 min, I agree 'no data no bar'
I would have expected that if i have at least one bar available I can resample to higher time frame
say we have the following data:
the smaller the timeframe the higher the chance of gaps in the data