OHLC-株式市場データを複数の時間枠にグループ化-Mysql

これは古い質問ですが、これほど「単純な」解決策を見てください。始値と終値にはトリックがあります。あなたはそれが好きかもしれません。

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  

期間は秒単位です