When I resample 1 second ticks to 1 minute I am getting 1 minute ohlc but without the in between ticks. To replay the candlestick formation I need to pass ohlc to dash in plotly but the open needs be the same for 1 minute with the hlc varying. If I try resampling to 1S it is giving ohlc but the highs & the lows & the open true for 1 second.
data_price_1m= df['Price'].astype(float).resample('1min').ohlc()
data_price_1m
open high low close
Date_Time
2022-05-25 09:20:00 96.60 97.05 95.15 96.55
2022-05-25 09:21:00 96.90 96.90 93.05 93.25
2022-05-25 09:22:00 93.40 93.40 87.20 89.00
2022-05-25 09:23:00 88.75 92.55 88.75 91.60
2022-05-25 09:24:00 91.95 91.95 88.85 89.05
data_price = df['Price'].astype(float).resample('1S').ohlc()
data_price
open high low close
Date_Time
2022-05-25 09:20:15 96.60 96.60 96.60 96.60
2022-05-25 09:20:16 96.50 96.50 96.50 96.50
2022-05-25 09:20:17 96.15 96.15 96.15 96.15
2022-05-25 09:20:18 96.15 96.15 96.15 96.15
2022-05-25 09:20:19 96.50 96.50 96.50 96.50
I am trying to get 1 min resampled values with open staying constant for 1 min & other values changing with any loss of data.