I have a 1 minute interval intraday stock data which looks like this:

```
import yfinance as yf
import pandas as pd
n = yf.download('^nsei', period= '5d', interval= '1m')

```

I am trying to resample it to '5m' data like this:

```
n = n.resample('5T').agg(dict(zip(n.columns, ['first', 'max', 'min', 'last', 'last', 'sum'])))

```

But it tries to resample the datetime information which is not in my data. The market data is only available till 03:30 PM, but when I look at the resampled dataframe I find its tried to resample for entire 24 hrs.  

How do I stop the resampling till 03:30PM and move on to the succeeding date?  

Right now the dataframe has mostly NaN values due to this. Any suggestions will be welcome.