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copied!<p>You could try to group the list by which 15-minute interval it's in. Here's a somewhat quick-and-dirty example (I've changed some of your values to present better test cases, and <code>TimeData</code> is the same as <code>MyObject</code>):</p> <pre><code>List<TimeData> myList = new List<TimeData>(); myList.Add(new TimeData(100, new DateTime(2012, 03, 01, 10, 0, 0))); myList.Add(new TimeData(50, new DateTime(2012, 03, 01, 10, 3, 0))); myList.Add(new TimeData(10, new DateTime(2012, 03, 01, 10, 35, 0))); myList.Add(new TimeData(230, new DateTime(2012, 03, 01, 10, 46, 0))); var grouped = myList.GroupBy(t => t.Time.Day.ToString() + "_" + t.Time.Month.ToString() + "_" + t.Time.Year.ToString() + "_" + t.Time.Hour.ToString() + "_" + (t.Time.Minute / 15).ToString()) .Select(gr => new { TimeSlot = gr.Key, Max = gr.Max(item => item.Value), Min = gr.Min(item => item.Value), Open = gr.OrderBy(g => g.Time).First().Value, Close = gr.OrderBy(g => g.Time).Last().Value }); </code></pre> <p>So what is happening is:</p> <ul> <li>Group by the day + month + year + hour + (minute / 15). <ul> <li>The <code>(t.Time.Minute / 15)</code> is integer division, which means that any minute value from 0 to 14 will equate to 0, 15 to 29 will be 1, and so on.</li> </ul></li> <li>Convert each group into a new class (I've made it anonymous for space's sake), with each group's key (the string generated in the GroupBy) and the max, min, first and last values in the group.</li> </ul> <p>You could probably make this run faster by doing the <code>GroupBy</code> a bit differently (i.e. using a class as the group key instead of building a string for each one).</p> <p>UPDATE: I generated myself a better test case for this by adding 10,000 elements to <code>myList</code> with random values for the value and minute. I added a <code>.ToList()</code> on the end of the generation of <code>grouped</code> to make sure lazy evaluation wasn't a factor. It ran in 34 milliseconds. I tried with 100,000 elements and it ran in 226 milliseconds (as measured by a <code>StopWatch</code>). Looks like performance isn't a huge issue unless resources are constrained and you've got hundreds of thousands of elements in <code>myList</code>.</p>

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