This is a relatively straight forward task for someone who is familiar
It will be even easier if you have experience with resampling financial data.
This task is to take continuous security prices (open, high, low, close, volume, etc) in a DataFrame with a time index - and aggregate them.
1 min / 1 hour / 1 day aggregation based on continuous activity (24x7) - and also again based on US Trading times (0930 - 1600, etc).
Example code on how to implement each stage based on the provided example data is sufficient.