want to find the best way to convert websocket data to candle data (any time frame)pi

I'm using following python code to convert ticks data to construct candle data.

constructing a dataframe with websocket data .

def custom_message(msgs): 
    for msg in msgs:
        ltp = msg['ltp']
        time_stamp = datetime.fromtimestamp(msg['timestamp'])
        instrument = msg['symbol']
        exchange = 'NSE'
        global df_data
        tmp_df = pd.DataFrame([[instrument, ltp, ltp, ltp, ltp, time_stamp, exchange]], columns=['symbol', 'high', 'open', 'low', 'close', 'timestamp', 'exchange'])
        df_data = pd.concat([df_data, tmp_df], a

conversion = {'open' : 'first', 'high' : 'max', 'low' : 'min', 'close' : 'last'}
copydf = df_data.copy(deep=True).drop_duplicates()
copydf['timestamp'] = copydf['timestamp'].apply(pd.to_datetime)
copydf.set_index('timestamp', inplace=True)
sample = copydf.resample('3Min').agg(conversion).dropna()

Is there any better way to do that?