MySQL 8.0

By using db<>fiddle, you agree to license everything you submit by Creative Commons CC0.
CREATE TABLE `ohlc_database` (
  `id` bigint(20) UNSIGNED PRIMARY KEY NOT NULL,
  `symbol` varchar(100) NOT NULL,
  `timestamp` timestamp NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
  `open` float(10,2) NOT NULL,
  `high` float(10,2) NOT NULL,
  `low` float(10,2) NOT NULL,
  `close` float(10,2) NOT NULL,
  `volume` bigint(20) NOT NULL,
  `created_at` datetime NOT NULL
) ENGINE=InnoDB DEFAULT CHARSET=latin1;
INSERT INTO `ohlc_database` (`id`, `symbol`, `timestamp`, `open`, `high`, `low`, `close`, `volume`, `created_at`) VALUES
(1, 'AMBUJACEM', '2019-01-24 03:45:00', 213.10, 213.35, 213.10, 213.30, 3521, '2019-01-24 21:09:47'),
(197, 'AMBUJACEM', '2019-01-24 03:46:00', 213.30, 213.40, 213.20, 213.20, 3148, '2019-01-24 21:10:19'),
(393, 'AMBUJACEM', '2019-01-24 03:47:00', 213.20, 213.30, 213.20, 213.20, 1666, '2019-01-24 21:10:50'),
(589, 'AMBUJACEM', '2019-01-24 03:48:00', 213.20, 213.50, 213.20, 213.50, 6176, '2019-01-24 21:11:25'),
(785, 'AMBUJACEM', '2019-01-24 03:49:00', 213.45, 213.50, 213.45, 213.50, 4221, '2019-01-24 21:12:00'),
(981, 'AMBUJACEM', '2019-01-24 03:50:00', 213.70, 213.80, 213.25, 213.25, 1269, '2019-01-24 21:12:32'),
(1177, 'AMBUJACEM', '2019-01-24 03:51:00', 213.25, 213.50, 213.25, 213.45, 785, '2019-01-24 21:13:06'),
(1373, 'AMBUJACEM', '2019-01-24 03:52:00', 213.45, 213.45, 212.95, 213.25, 6912, '2019-01-24 21:13:40'),
(1569, 'AMBUJACEM', '2019-01-24 03:53:00', 213.25, 213.25, 212.95, 212.95, 2796, '2019-01-24 21:14:15'),
(1765, 'AMBUJACEM', '2019-01-24 03:54:00', 212.95, 213.00, 212.00, 212.40, 9204, '2019-01-24 21:14:50'),
(1961, 'AMBUJACEM', '2019-01-24 03:55:00', 212.40, 212.75, 212.40, 212.65, 2418, '2019-01-24 21:15:26'),
(2157, 'AMBUJACEM', '2019-01-24 03:56:00', 212.65, 212.65, 212.50, 212.50, 2706, '2019-01-24 21:16:00'),
(2353, 'AMBUJACEM', '2019-01-24 03:57:00', 212.50, 212.50, 212.10, 212.15, 3524, '2019-01-24 21:16:32'),
(2549, 'AMBUJACEM', '2019-01-24 03:58:00', 212.15, 212.30, 212.10, 212.20, 2188, '2019-01-24 21:17:05'),
(2745, 'AMBUJACEM', '2019-01-24 03:59:00', 212.20, 212.30, 211.85, 211.90, 7252, '2019-01-24 21:17:37');
SELECT 
 symbol,
 FROM_UNIXTIME(FLOOR(UNIX_TIMESTAMP (`timestamp`)/300)*300) AS `timestamp`,
 CAST(SUBSTRING_INDEX(GROUP_CONCAT(`open` ORDER BY `timestamp` ASC SEPARATOR '|'),'|',1) AS DECIMAL(10,2)) AS `open`,
 MAX(`high`) AS `high`,
 MIN(`low`) AS `low`,
 CAST(SUBSTRING_INDEX(GROUP_CONCAT(`close` ORDER BY `timestamp` DESC SEPARATOR '|'),'|',1) AS DECIMAL(10,2)) AS `close`
FROM ohlc_database
WHERE symbol LIKE 'AMBUJACEM'
GROUP BY symbol, FROM_UNIXTIME(FLOOR(UNIX_TIMESTAMP (`timestamp`)/300)*300);


symbol
timestamp
open
high
low
close


AMBUJACEM
2019-01-24 03:45:00
213.10
213.50
213.10
213.50

AMBUJACEM
2019-01-24 03:50:00
213.70
213.80
212.00
212.40

AMBUJACEM
2019-01-24 03:55:00
212.40
212.75
211.85
211.90


SELECT 
 symbol, 
 ts05 as `timestamp`, 
 MIN(first_open) as `open`,
 MAX(`high`) as `high`,
 MIN(`low`) as `low`,
 MAX(last_close) as `close`
FROM
(
  SELECT 
   id, symbol, `timestamp`, `low`, `high`, 
   FROM_UNIXTIME(FLOOR(UNIX_TIMESTAMP (`timestamp`)/300)*300) AS ts05,
   FIRST_VALUE(`open`) OVER (PARTITION BY symbol, FROM_UNIXTIME(FLOOR(UNIX_TIMESTAMP (`timestamp`)/300)*300) ORDER BY `timestamp` ASC) as first_open,
   FIRST_VALUE(`close`) OVER (PARTITION BY symbol, FROM_UNIXTIME(FLOOR(UNIX_TIMESTAMP (`timestamp`)/300)*300) ORDER BY `timestamp` DESC) AS last_close
  FROM ohlc_database
  WHERE symbol LIKE 'AMBUJACEM'
) q
GROUP BY symbol, ts05;


symbol
timestamp
open
high
low
close


AMBUJACEM
2019-01-24 03:45:00
213.10
213.50
213.10
213.50

AMBUJACEM
2019-01-24 03:50:00
213.70
213.80
212.00
212.40

AMBUJACEM
2019-01-24 03:55:00
212.40
212.75
211.85
211.90
symbol	timestamp	open	high	low	close
AMBUJACEM	2019-01-24 03:45:00	213.10	213.50	213.10	213.50
AMBUJACEM	2019-01-24 03:50:00	213.70	213.80	212.00	212.40
AMBUJACEM	2019-01-24 03:55:00	212.40	212.75	211.85	211.90