Group OHLC-Stockmarket Data into multiple timeframes - Mysql
I know this is an old question, but look at this much "simpler" solution. There is a trick for open and close price. You might like it.
SELECT
FLOOR(MIN(`timestamp`)/"+period+")*"+period+" AS timestamp,
SUM(amount) AS volume,
SUM(price*amount)/sum(amount) AS wavg_price,
SUBSTRING_INDEX(MIN(CONCAT(`timestamp`, '_', price)), '_', -1) AS `open`,
MAX(price) AS high,
MIN(price) AS low,
SUBSTRING_INDEX(MAX(CONCAT(`timestamp`, '_', price)), '_', -1) AS `close`
FROM transactions_history -- this table has 3 columns (timestamp, amount, price)
GROUP BY FLOOR(`timestamp`/"+period+")
ORDER BY timestamp
period is in seconds