title: Resampling OHLC tick data and filling gaps in Pandas
body: <p>I have some tick data in this form:</p>
  
  <pre><code>date                 price    amount
  2011-09-13 13:53:36  5.80     1.0000
  2011-09-13 13:53:44  5.83     3.0000
  2011-09-13 14:32:53  5.90     2.0000
  </code></pre>
  
  <p>And I've resampled the price with:</p>
  
  <pre><code>resampledData.price.resample('55min', how="ohlc")
  </code></pre>
  
  <p>Now I need to fill out the missing data and the only way I came up with was:</p>
  
  <pre><code>closes = resampledData.close
  closes = closes.fillna(method='pad')
  resampledData = resampledData.open.fillna(closes)
  resampledData = resampledData.high.fillna(closes)
  resampledData = resampledData.lowe.fillna(closes)
  resampledData = resampledData.close.fillna(closes)
  </code></pre>
  
  <p>But this looks really bad, is there a more efficient way to do it?</p>
  
  <p>Also, is there a way to ressample two columns at the same time? Like the price with "ohlc" and the amount with a method "sum"?</p>