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根据Pandas with Groupby中列中的值,从DataFrame中选择CONSECUTIVE行

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I have 5 years of S & P 500 data that I’m trying to group into specific time chunks to run some analysis on. My data is in 5 minute increments. After reading it into a DataFrame called dated, I thought I could groupby it into chunks, encompassing consecutive rows, by the time increments between the Globex open and close for each trading day. The Globex open is at 3:00PM (15:00) PST and the close is 1:15PM PST (13:15), 22.25 hours later. So I would like to chunk the data from the 3:00PM open THROUGH to the 1:15PM close--that's approximately 275 rows per chunk.I have 5 years of S & P 500 data that I’m tryin




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