title: How to resample OHLCV data into 5-min?
body: <p>I have this set of data </p>
  
  <pre><code>2016-08-09 12:39:00,536.7841,536.7849,536.6141,536.7849,0.656
  2016-08-09 12:40:00,536.6749,536.6749,536.6749,536.6749,0.2642
  2016-08-09 12:41:00,535.84,535.84,535.615,535.615,0.348
  2016-08-09 12:42:00,535.5401,535.5401,534.1801,534.1801,0.507
  2016-08-09 12:43:00,534.5891,534.8753,534.5891,534.807,0.656
  2016-08-09 12:44:00,534.8014,534.878,534.8014,534.8416,0.502
  2016-08-09 12:45:00,534.8131,534.8131,534.2303,534.6736,0.552
  2016-08-09 12:47:00,534.756,538.5999,534.756,534.7836,0.62647241
  2016-08-09 12:48:00,536.0557,536.6864,536.0557,536.6864,1.2614
  2016-08-09 12:49:00,536.8966,537.7289,536.8966,537.7289,0.532
  2016-08-09 12:50:00,537.9829,539.2199,537.9829,539.2199,0.67752932
  2016-08-09 12:51:00,538.5,539.2199,538.5,539.2199,0.43768953
  </code></pre>
  
  <p>I want to resample it to 5-minutes OHCLV, so I did this code: </p>
  
  <pre><code>import pandas as pd
  
  df= pd.read_csv("C:\Users\Araujo's PC\Desktop\python_scripts\CSV\cex_btc.csv",
                  names=['timestamps','open','high','low','close','volume'])
  
  df.set_index('timestamps',inplace=True)
  
  ohlc_dict = {
      'open':'first',
      'high':'max',
      'low':'min',
      'close':'last',
      'volume':'sum'
      }
  
  df.resample('5T', how=ohlc_dict)
  
  print df
  </code></pre>
  
  <p>It appears me this error:   </p>
  
  <blockquote>
    <p>TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'Index'</p>
  </blockquote>
  
  <p>Can someone help me on this? </p>