Using GROUP BY with FIRST_VALUE and LAST_VALUE
SELECT MIN(MinuteBar) AS MinuteBar5, Opening, MAX(High) AS High, MIN(Low) AS Low, Closing, Interval FROM ( SELECT FIRST_VALUE([Open]) OVER (PARTITION BY DATEDIFF(MINUTE, ‘2015-01-01 00:00:00’, MinuteBar) / 5 ORDER BY MinuteBar) AS Opening, FIRST_VALUE([Close]) OVER (PARTITION BY DATEDIFF(MINUTE, ‘2015-01-01 00:00:00’, MinuteBar) / 5 ORDER BY MinuteBar DESC) AS Closing, DATEDIFF(MINUTE, ‘2015-01-01 00:00:00’, MinuteBar) / 5 AS Interval, … Read more