import pandas as pd

FILE = 'EURUSD.txt'
usecols = [0, 1, 3]

df = pd.read_csv(FILE, 
                usecols = usecols, 
                names=['DateTime', 'Bid', 'Ask'], 
                parse_dates=['DateTime'], index_col=0, 
                float_precision = 'round_trip')
bid = df['Bid'].resample('1Min').ohlc().dropna() #fill times with no new tick with last valid
ask = df['Ask'].resample('1Min').first().dropna() #needed for spread calculation
downsampled = pd.concat([bid, ask], axis = 1)
downsampled['Tick_Volume'] = 4 #need some tickvolume to draw candles
downsampled['Volume'] = 0 
downsampled['Spread'] = (downsampled['Ask'] - downsampled['open']) * 100000 #spread for m1 data
downsampled.drop(['Ask'], axis = 1, inplace = True) #not needed anymore
downsampled['Spread'] = downsampled['Spread'].map('{:,.0f}'.format) #round spread
downsampled.to_csv("M1_"+FILE, mode='a') #write M1 data
series.to_csv("Tick_"+FILE, mode='a') #write Tickdata