Hi all,

I have data in the following format:

How do I bucket the data into 5 min bins and then compute the median of
quotes in the bins?

Currently the "DateTimeStamps" are "factors" in the data frame and I
ordered the rows according to these DateTimeStamps

Thanks a lot!

Bid           Offer      DateTimeStamps

46.00       46.10     2006-06-16 12:12:00.082225

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