Una solución es usar una tabla de ayuda que contenga su intervalo de tiempo.
FromHour y ToHour son solo cadenas
TABLE timeslice
ID | FromHour | ToHour | NextDay
---+----------+--------+-------
1 | 00:30 | 01:30 | 0
2 | 01:30 | 02:30 | 0
<snip>
24 | 23:30 | 00:30 | 1
select date(date) aDate, ID ,date, bidOpen, max(bidHigh),min(bidLow)
from data inner join timeslice
ON date >= CONCAT(date(Date),' ',FromHour)
and date < concat(date(DATEADD(day,NextDay,date),' ',ToHour)
group by aDate, ID