gistfile1.js

I have a collection of documents (10s of millions) with this structure:

{
	"_id" : ObjectId("4b4c9287870d49085007b1c7"),
	"timestamp" : "2009-12-14T07:47:00.4765",
	"price" : 1803,
	"contract_id" : 666730,
	"volume" : 20
}

These are individual stock "ticks" that represent a trade in a specific contract at a specific time. 

I need to be able to take a whole series of these and generate time bars from them to make a new doc:

{
	"_id": whatever,
	"timestamp":"2009-12-14T07:47:00",  // note the fractional seconds are gone
	"open": float,
	"high": float,
	"low": float,
	"close": float,
	"volume": integer
}

Where "open" is the first price from the time series, "close" is the last price, "high" is the max price, and "low" is the minimum price. I generally want to create time bars that encompass 60 seconds, 300 seconds, 600 seconds, etc. Each bar is unique per contract too.

So here was my first stab which I am not sure will work.

m = function() {
	var datestring = this.timestamp.replace("-", "/").replace("-", "/").replace("T"," ").slice(0, 19).concat(" GMT-0600"),
		date = new Date(datestring),
		timestamp = date.getTime(),
		key;
	
	// round timestamp to nearest 60 seconds
	timestamp = timestamp - (timestamp % 60000);
	key = {contract_id : this.contract_id, timestamp : timestamp};
	
	emit(key, 
		{
			price: this.price,
			volume: this.volume
		});
}

r = function(key, values) {
	var high = Number.MIN_VALUE,
		low = Number.MAX_VALUE,
		open,
		close,
		volume = 0;
		
	for (var i = 0; i < values.length; i++)
	{
		high = values[i].price > high ? values[i].price : high;
		
		low = values[i].price < low ? values[i].price : low;
		
		volume += values[i].volume;
	}
	
	open = values[0].price;
	close = values[values.length - 1].price;
	
	return {
		open: open,
		high: high,
		low: low,
		close: close,
		volume: volume
	}
}

I'm confused about what I should return from the reduce function. Based on the examples I think the values array is going to contain my returned object, but I'm just confused. I need the price field to always be present, but I'm not returning that because it isn't part of my desired result set.

Am I approaching this the right way?