I currently have several years worth of stock data all in 1 minute
time frame. I want to convert this into my own desired time frame, for
e.g. 10 minutes, for candle analysis. Note that there is Date, Time,
Open, High, Low and Close as the variables. Market time per trading
day is 360 minutes.

At the moment I am using VLOOKUP with a repeating Macro then
CONCATENATE to combine the date and time so that I am then able to
INDEX and MATCH to find the Open and High then MAX/MIN with OFFSET to
find the High/Low.

Is there a more efficient way to combine the 1 min data into a desired
time frame such as using a Pivot Table or a Macro?

Thank you in advance for your help.

-Chris