CSV file. df before resample and after applying:

df["dateandtime"] = (pd.to_datetime(df.pop("DATE").str.cat(df.pop("TIME"), sep=" ")))
df = df.set_index(pd.DatetimeIndex(df.pop("dateandtime")))

How do I resample this 1 minute candlestick data into 15 minute data? I tried:

from dateutil.tz import gettz
import pandas as pd
import finplot as fpltdf = pd.read_csv('/home/user/Documents/finance/fin-smart/lab/ES.csv')
df.rename(columns={'OPEN': 'Open'}, inplace=True)
df.rename(columns={'HIGH': 'High'}, inplace=True)
df.rename(columns={'LOW': 'Low'}, inplace=True)
df.rename(columns={'CLOSE': 'Close'}, inplace=True)
df["dateandtime"] = (pd.to_datetime(df.pop("DATE").str.cat(df.pop("TIME"), sep=" ")))
df = df.set_index(pd.DatetimeIndex(df.pop("dateandtime")))# first day is 2010.01.04
# last day is 2020.03.13
start_date = '2020.03.12'
end_date = '2020.03.13'
df = df.loc[start_date:end_date]df.resample("15T").agg(Open=("Open", "first"),High=("High", "max"),Low=("Low", "min"),Close=("Close", "last"),
)fplt.display_timezone = gettz('America/Chicago')
fplt.candlestick_ochl(df[['Open', 'Close', 'High', 'Low']])
fplt.show()

It gives the same output as without df.resample() and no error or warning. Is df in an incorrect format?

If you want the most convenient method that creates OHLC only from the Close column:

df.set_index("dateandtime")["Close"].resample("15T").ohlc()

A more detailed method that build OHLC from all 4 existing columns:

df.set_index("dateandtime").resample("15T").agg(Open=("Open", "first"),High=("High", "max"),Low=("Low", "min"),Close=("Close", "last"),
)