Valid point. In that example it's using a list to hold each bar because I was focusing on the iteration and the raw data came from a yahoo api utility.

You could use a struct or a class which would give you accessor functions, and would be better for a real program.

You setup a struct:

  (defstruct bar date open high low close vol)

And this would be a one-time conversion of the data:

  (mapcar (lambda (b)
            (apply 'make-bar
                   (mapcan 'list '(:date :open :high :low :close :vol) b)))
          cl-user::*spy2006*)

Then you can access the elements with nicer names:

  (bar-date bar)
  (bar-high bar)
  ...etc...

(If you use DEFCLASS you can do a few more things.)

That would make the revised COMBINE-BARS look like the following, which has more context, and would yield a BAR struct back.

  (defun combine-bars (bars)
      "Summarize a sequence of BARS into one bar."
      (let ((opening-bar (first bars))
            (closing-bar (car (last bars))))
        (series::let ((zbars (scan 'list bars)))
          (make-bar :date (bar-date opening-bar)
                    :open (bar-open opening-bar)
                    :high (collect-max (map-fn 'float #'bar-high zbars))
                    :low (collect-min (map-fn 'float #'bar-low zbars))
                    :close (bar-close closing-bar)
                    :vol (collect-sum (map-fn 'integer #'bar-vol zbars))))))

(edit: added revised combine-bars)