diff --git a/cycles/utils/data_utils.py b/cycles/utils/data_utils.py
index 876bbe6..e691a07 100644
--- a/cycles/utils/data_utils.py
+++ b/cycles/utils/data_utils.py
@@ -1,5 +1,80 @@
 import pandas as pd
 
+def check_data(data_df: pd.DataFrame) -> bool:
+    """
+    Checks if the input DataFrame has a DatetimeIndex.
+
+    Args:
+        data_df (pd.DataFrame): DataFrame to check.
+
+    Returns:
+        bool: True if the DataFrame has a DatetimeIndex, False otherwise.
+    """
+
+    if not isinstance(data_df.index, pd.DatetimeIndex):
+        print("Warning: Input DataFrame must have a DatetimeIndex.")
+        return False
+    
+    agg_rules = {}
+
+    # Define aggregation rules based on available columns
+    if 'open' in data_df.columns:
+        agg_rules['open'] = 'first'
+    if 'high' in data_df.columns:
+        agg_rules['high'] = 'max'
+    if 'low' in data_df.columns:
+        agg_rules['low'] = 'min'
+    if 'close' in data_df.columns:
+        agg_rules['close'] = 'last'
+    if 'volume' in data_df.columns:
+        agg_rules['volume'] = 'sum'
+
+    if not agg_rules:
+        print("Warning: No standard OHLCV columns (open, high, low, close, volume) found for daily aggregation.")
+        return False
+    
+    return agg_rules
+
+def aggregate_to_weekly(data_df: pd.DataFrame, weeks: int = 1) -> pd.DataFrame:
+    """
+    Aggregates time-series financial data to weekly OHLCV format.
+
+    The input DataFrame is expected to have a DatetimeIndex.
+    'open' will be the first 'open' price of the week.
+    'close' will be the last 'close' price of the week.
+    'high' will be the maximum 'high' price of the week.
+    'low' will be the minimum 'low' price of the week.
+    'volume' (if present) will be the sum of volumes for the week.
+
+    Args:
+        data_df (pd.DataFrame): DataFrame with a DatetimeIndex and columns
+                                like 'open', 'high', 'low', 'close', and optionally 'volume'.
+        weeks (int): The number of weeks to aggregate to. Default is 1.
+
+    Returns:
+        pd.DataFrame: DataFrame aggregated to weekly OHLCV data.
+                      The index will be a DatetimeIndex with the time set to the start of the week.
+                      Returns an empty DataFrame if no relevant OHLCV columns are found.
+    """
+    
+    agg_rules = check_data(data_df)
+
+    if not agg_rules:
+        print("Warning: No standard OHLCV columns (open, high, low, close, volume) found for weekly aggregation.")
+        return pd.DataFrame(index=pd.to_datetime([]))
+
+    # Resample to weekly frequency and apply aggregation rules
+    weekly_data = data_df.resample(f'{weeks}W').agg(agg_rules)
+
+    weekly_data.dropna(how='all', inplace=True)
+
+    # Adjust timestamps to the start of the week    
+    if not weekly_data.empty and isinstance(weekly_data.index, pd.DatetimeIndex):
+        weekly_data.index = weekly_data.index.floor('W')
+
+    return weekly_data
+
+
 def aggregate_to_daily(data_df: pd.DataFrame) -> pd.DataFrame:
     """
     Aggregates time-series financial data to daily OHLCV format.
@@ -24,23 +99,9 @@ def aggregate_to_daily(data_df: pd.DataFrame) -> pd.DataFrame:
     Raises:
         ValueError: If the input DataFrame does not have a DatetimeIndex.
     """
-    if not isinstance(data_df.index, pd.DatetimeIndex):
-        raise ValueError("Input DataFrame must have a DatetimeIndex.")
-
-    agg_rules = {}
-
-    # Define aggregation rules based on available columns
-    if 'open' in data_df.columns:
-        agg_rules['open'] = 'first'
-    if 'high' in data_df.columns:
-        agg_rules['high'] = 'max'
-    if 'low' in data_df.columns:
-        agg_rules['low'] = 'min'
-    if 'close' in data_df.columns:
-        agg_rules['close'] = 'last'
-    if 'volume' in data_df.columns:
-        agg_rules['volume'] = 'sum'
     
+    agg_rules = check_data(data_df)
+
     if not agg_rules:
         # Log a warning or raise an error if no relevant columns are found
         # For now, returning an empty DataFrame with a message might be suitable for some cases
@@ -58,3 +119,43 @@ def aggregate_to_daily(data_df: pd.DataFrame) -> pd.DataFrame:
     daily_data.dropna(how='all', inplace=True)
 
     return daily_data
+
+
+def aggregate_to_hourly(data_df: pd.DataFrame, hours: int = 1) -> pd.DataFrame:
+    """
+    Aggregates time-series financial data to hourly OHLCV format.
+
+    The input DataFrame is expected to have a DatetimeIndex.
+    'open' will be the first 'open' price of the hour.
+    'close' will be the last 'close' price of the hour.
+    'high' will be the maximum 'high' price of the hour.
+    'low' will be the minimum 'low' price of the hour.
+    'volume' (if present) will be the sum of volumes for the hour.
+
+    Args:
+        data_df (pd.DataFrame): DataFrame with a DatetimeIndex and columns
+                                like 'open', 'high', 'low', 'close', and optionally 'volume'.
+        hours (int): The number of hours to aggregate to. Default is 1.
+
+    Returns:
+        pd.DataFrame: DataFrame aggregated to hourly OHLCV data.
+                      The index will be a DatetimeIndex with the time set to the start of the hour.
+                      Returns an empty DataFrame if no relevant OHLCV columns are found.
+    """
+
+    agg_rules = check_data(data_df)
+
+    if not agg_rules:
+        print("Warning: No standard OHLCV columns (open, high, low, close, volume) found for hourly aggregation.")
+        return pd.DataFrame(index=pd.to_datetime([]))
+
+    # Resample to hourly frequency and apply aggregation rules  
+    hourly_data = data_df.resample(f'{hours}H').agg(agg_rules)
+
+    hourly_data.dropna(how='all', inplace=True)
+
+    # Adjust timestamps to the start of the hour
+    if not hourly_data.empty and isinstance(hourly_data.index, pd.DatetimeIndex):
+        hourly_data.index = hourly_data.index.floor('H')
+
+    return hourly_data