Group data in intervals

I need to group data in intervals of 15 (or X) minutes in sql.

For example, i have the next scenario.

The result that i expect to obtain is

I tried using Lag function but i dont get what i want, because it add interval to each row and continues grouping.

Thanks in advance and apologies for my bad english.

Answer

If you want the intervals to be calendar based — i.e. four per hour starting at 0, 15, 30, and 45 minutes, then you can use:

select id, min(begin_date), max(begin_date)
from t
group by id, convert(date, begin_date),
         datepart(hour, begin_date), datepart(minute, begin_date) / 15;

Note that begin date and end date have the same value, so I just used begin_date in this answer.