Reconstruct aggregates in second

Alpaca Trading
1

Hi everyone,

I use polygon.io to extract aggregates in minute but i want to obtain or re-creating it in second timeframe.

I have quotes and trades, i’ll wish to know if it’s possible to reconstruct the aggregates in second with these list.

Thanks,

2

Look at pandas… If all the trades were in a dataframe you could resample that to any timeframe you picked.