Take code and login, adapt it to download 104 weeks of data for 14 instruments, instead of currently one week, put it in CSVs. Aggregate every 5 seconds of data. Provide code in Python.
Relevant Skills and Experience
I've studied and worked with Data Science for a few years now, primarily in Python, so I'm used to doing this kind of data manipulation. Already had to do this kind of rolling average before, in fact.
Proposed Milestones
£33 GBP - Modified script for 104 weeks of data + Aggregation script (could also provide the CSVs on request)
Additional Services Offered
£10 GBP - Depending on what the data is, I could provide some visualization of the aggregated data.
The aggregation you're looking for is called a rolling average, and it isn't that difficult to implement, even with an uneven time interval, which is your case.
I do have a question, though: you need this data to be aggregated, and then saved into a CSV or some other specific format, or do you only need the script that would generate the aggregations? In this case, the aggregations can be saved in an arbitrary data structure, or do you have any preferences for that too?
I'd be doing it in Python using Pandas, by the way. Seems like the most suitable library to use here.