<pre><code>import pandas as pd
# Import data
import yfinance as yf
data = yf.download(tickers="MSFT", period="7d", interval="1m")
data_minute = data.copy()
data_minute['Date'] = data_minute.index.astype('datetime64[ns]')
data_minute['Date'] = data_minute['Date'].dt.normalize()
#Create new column for difference of current close minus previous close
data_minute['Minute Close Difference'] = data_minute['Close'] - data_minute['Close'].shift(1)
#Convert minute data to daily data
data_daily = data_minute.resample('D').agg({'Open':'first',
'High':'max',
'Low':'min',
'Close':'last',
'Adj Close':'last',
'Volume':'sum'
})
data_daily['Date'] = data_daily.index.astype('datetime64[ns]')
data_daily['Date'] = data_daily['Date'].dt.normalize()
data_daily = data_daily.set_index('Date')
#Create new column for difference of current close minus previous close
data_daily['Daily Close Difference'] = data_daily['Close'] - data_daily['Close'].shift(1)
data_minute = pd.merge(data_minute,data_daily['Daily Close Difference'],how = 'left', left_on = 'Date', right_index = True)
data_minute = data_minute[data_minute['Minute Close Difference'].abs() <= data_minute['Daily Close Difference'].abs()]
data_minute
</code></pre>