From the Front Ortho view Numpad 1 create a thin tall segmented column from cube like this:

Switch to 45° view (hold down Alt to snap while orbiting) and also switch to Transform Orientation: View:

Select the middle loop and with proportional editing on (O) define the amount of bulging the shape will have:

Turn off proportional editing. Duplicate the piece and arrange like this:

Move it around, set origin point to 3D cursor, duplicate with Shift+D, cancel move with RMB and rotate with R.

Turn on proportional editing, this time set the type to Linear. Select the top 4 faces and create the final shape like this (set the final height and twisting amount):

Bevel the vertical edgeloops Ctrl+B:

Add subdivision modifier:

(Mine turned out to be a little wide but you get the idea how to get any shape..)

A curve-based solution will keep the profile of the individual pieces much better. You do everything the same but on a curve (not on a segmented column) and then set a square as the curve's bevel shape (add a plane and convert to curve). For the curve for each its vertices a Mean Tilt value can be specified to control the rotation of the square profile:

With such control nice basket endings (and transition to the rod) can be achieved.

From the Front Ortho view Numpad 1 create a segmented vertical curve (you can also convert segmented edge to curve with Alt+C).

Select the middle point and with proportional editing on (O) define the amount of bulging the basket will have:

Add a plane and convert to curve to get a square profile. Set this profile as the bulged curve's bevel object:

Turn off proportional editing. In editmode Tab offset the bulged curve from origin, duplicate the piece around and arrange like this:

Move it around, set origin point to 3D cursor, duplicate with Shift+D, cancel move with RMB and rotate with R. You can also use the Spin tool for this. Make sure the ends of curves form a square

Turn on proportional editing, this time set the type to Linear. Select the top vertices and twist the curves around Z axis:

For the curve vertices a Mean Tilt value can be specified to control the rotation of the square profile. With such control nice basket endings (and transition to the rod) can be achieved.

Optionally subdivide the profile curve, convert the basket to mesh, add subdivision modifier, recalculate normals:

From the Front Ortho view Numpad 1 create a thin tall segmented column from cube like this:

Switch to 45° view (hold down Alt to snap while orbiting) and also switch to Transform Orientation: View:

Select the middle loop and with proportional editing on (O) define the amount of bulging the shape will have:

Turn off proportional editing. Duplicate the piece and arrange like this:

Move it around, set origin point to 3D cursor, duplicate with Shift+D, cancel move with RMB and rotate with R.

Turn on proportional editing, this time set the type to Linear. Select the top 4 faces and create the final shape like this (set the final height and twisting amount):

Bevel the vertical edgeloops Ctrl+B:

Add subdivision modifier:

(Mine turned out to be a little wide but you get the idea how to get any shape..)

A curve-based solution will keep the profile of the individual pieces much better. You do everything the same but on a curve (not on a segmented column) and then set a square as the curve's bevel shape.

From the Front Ortho view Numpad 1 create a thin tall segmented column from cube like this:

Switch to 45° view (hold down Alt to snap while orbiting) and also switch to Transform Orientation: View:

Select the middle loop and with proportional editing on (O) define the amount of bulging the shape will have:

Turn off proportional editing. Duplicate the piece and arrange like this:

Move it around, set origin point to 3D cursor, duplicate with Shift+D, cancel move with RMB and rotate with R.

Turn on proportional editing, this time set the type to Linear. Select the top 4 faces and create the final shape like this (set the final height and twisting amount):

Bevel the vertical edgeloops Ctrl+B:

Add subdivision modifier:

(Mine turned out to be a little wide but you get the idea how to get any shape..)

A curve-based solution will keep the profile of the individual pieces much better. You do everything the same but on a curve (not on a segmented column) and then set a square as the curve's bevel shape (add a plane and convert to curve). For the curve for each its vertices a Mean Tilt value can be specified to control the rotation of the square profile:

With such control nice basket endings (and transition to the rod) can be achieved.