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docs/ccxt/wiki/examples/py/bitmex-ohlcv-convert-5m-to-15m.md

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+- [Bitmex Ohlcv Convert 5m To 15m](./examples/py/)
+
+
+ ```python
+ # -*- coding: utf-8 -*-
+
+import os
+import sys
+from pprint import pprint
+
+
+import ccxt  # noqa: E402
+
+
+bitmex = ccxt.bitmex()
+
+# fetch 5m OHLCV
+
+symbol = 'BTC/USD'
+
+ohlcv5 = bitmex.fetch_ohlcv(symbol, '5m')
+ohlcv15 = []
+
+# OHLCV key indexes
+
+timestamp = 0
+open = 1
+high = 2
+low = 3
+close = 4
+volume = 5
+
+# convert 5m → 15m
+
+if len(ohlcv5) > 2:
+    for i in range(0, len(ohlcv5) - 2, 3):
+        highs = [ohlcv5[i + j][high] for j in range(0, 3) if ohlcv5[i + j][high]]
+        lows = [ohlcv5[i + j][low] for j in range(0, 3) if ohlcv5[i + j][low]]
+        volumes = [ohlcv5[i + j][volume] for j in range(0, 3) if ohlcv5[i + j][volume]]
+        candle = [
+            ohlcv5[i + 0][timestamp],
+            ohlcv5[i + 0][open],
+            max(highs) if len(highs) else None,
+            min(lows) if len(lows) else None,
+            ohlcv5[i + 2][close],
+            sum(volumes) if len(volumes) else None,
+        ]
+        ohlcv15.append(candle)
+else:
+    raise Exception('Too few 5m candles')
+
+# do whatever you want with your 15m candles here...
+
+pprint(ohlcv15)
+ 
+```