New time rules for intraday data
It would be really nice to have time rules that can handle intraday data (http://pandas.sourceforge.net/timeseries.html#time-rules).  This is slightly complicated, because you want it to be flexible enough to handle both raw tick data (which might be stamped to the millisecond or lower) and sampled times (e.g. 1-minute to 1-hour).  

At a minimum, I would suggesting having N@SECONDS, where N can be any number of specified seconds.  Another thing to consider is having a start time parameter for the sampling (e.g. every 60 seconds starting at 0:00, so that it doesn't simply anchor to the first observation).  

Another really useful intraday time rule would take a list of times (with time zones) and return sampled data at those times (e.g. market open and close, or specific news announcement times).  
