MySQL/Postgres query 5 minutes interval data

Recursive CTE

Since each row depends on the one before, it is hard to solve with a set-based approach. Resorting to a recursive CTE (which is standard SQL):

WITH RECURSIVE cte AS (   (SELECT ts FROM tbl    ORDER  BY ts    LIMIT  1)   UNION ALL   (SELECT t.ts    FROM   cte c    JOIN   tbl t ON t.ts >= c.ts + interval '5 min'    ORDER  BY t.ts    LIMIT  1)   )SELECT * FROM cte ORDER BY ts;

Note the update from my first draft:
Aggregate functions are not allowed in a recursive CTE. I substituted with ORDER BY / LIMIT 1, which should be fast when supported by an index on ts.

The parentheses around each leg of the UNION query are necessary to allow LIMIT, which would otherwise only be permitted once at the end of a UNION query.

PL/pgSQL function

A procedural solution (example with a plpgsql function) iterating through the sorted table would probably be a lot faster, since it can make do with a single table scan:

CREATE OR REPLACE FUNCTION f_rowgrid(i interval)  RETURNS SETOF timestamp AS$func$DECLARE   _this  timestamp;   _last  timestamp := '-infinity';     -- init so that 1 row passesBEGINFOR _this IN    SELECT ts FROM tbl ORDER BY 1LOOP    IF _this >= _last + i THEN       RETURN NEXT _this;       _last := _this;    END IF;END LOOP;END$func$ LANGUAGE plpgsql;

Call:

SELECT * FROM  f_rowgrid('5 min')

SQL Fiddle demonstrating both.

Here is a somewhat more complex example for this type of plpgsql function:

• GROUP BY and aggregate sequential numeric values

Could easily be made generic with dynamic SQL and EXECUTE to work for arbitrary tables.

• There are quite a few code examples here on SO.