I have a data frame of "AAPL" (Here the whole dataset) in which I have 1-minute values:
open high low close volume trade_count vwap
timestamp
2021-01-04 09:00:00+00:00 133.31 133.49 133.0200 133.4900 26666 87 133.233024
2021-01-04 09:01:00+00:00 133.49 133.49 133.4900 133.4900 1240 26 133.490887
2021-01-04 09:02:00+00:00 133.60 133.60 133.5000 133.5000 1217 30 133.523558
2021-01-04 09:03:00+00:00 133.51 133.51 133.5100 133.5100 741 18 133.569825
2021-01-04 09:04:00+00:00 133.77 133.77 133.7000 133.7200 1970 30 133.725553
... ... ... ... ... ... ... ...
2021-12-31 00:55:00+00:00 177.65 177.65 177.6000 177.6000 883 17 177.605028
2021-12-31 00:56:00+00:00 177.51 177.60 177.5100 177.5900 1425 17 177.596316
2021-12-31 00:57:00+00:00 177.68 177.70 177.5400 177.7000 1968 29 177.645234
2021-12-31 00:58:00+00:00 177.69 177.69 177.5901 177.5901 823 16 177.645200
2021-12-31 00:59:00+00:00 177.68 177.68 177.6500 177.6500 1152 33 177.655091
The index in data frame is in DatetimeIndex format:
DatetimeIndex(['2021-01-04 09:00:00+00:00', '2021-01-04 09:01:00+00:00',
'2021-01-04 09:02:00+00:00', '2021-01-04 09:03:00+00:00',
'2021-01-04 09:04:00+00:00', '2021-01-04 09:05:00+00:00',
'2021-01-04 09:06:00+00:00', '2021-01-04 09:07:00+00:00',
'2021-01-04 09:08:00+00:00', '2021-01-04 09:09:00+00:00',
...
'2021-12-31 00:49:00+00:00', '2021-12-31 00:50:00+00:00',
'2021-12-31 00:51:00+00:00', '2021-12-31 00:53:00+00:00',
'2021-12-31 00:54:00+00:00', '2021-12-31 00:55:00+00:00',
'2021-12-31 00:56:00+00:00', '2021-12-31 00:57:00+00:00',
'2021-12-31 00:58:00+00:00', '2021-12-31 00:59:00+00:00'],
dtype='datetime64[ns, UTC]', name='timestamp', length=207156, freq=None)
My aim is to compare 1-minute closing prices in a specific time frame (09:00:00 - 10:00:00) for every day. In this regard, I would like to create multiple charts for every trading day for 09:00:00-10:00:00 time duration.