This paper presents a predictive control scheme for coordinating a set of heterogeneous and complementary resources at different time scales for the provision of ancillary services. In particular, we combine building thermodynamics (slow), and energy storage systems (fast resources) to augment the flexibility that can be provided to the grid compared to the flexibility that any of these resources can provide individually. A multi-level control scheme based on data-based robust optimization methods is developed that enables heterogeneous resources at different time scales (slow and fast) to provide fast regulation services, especially a secondary frequency control (SFC) service. A data-based predictor is developed to forecast the future regulation signal, and is used to improve the performance of the controller in real-time operation. The proposed control method is used to conduct experiments, for nine consecutive days, demonstrating the provision of SFC service fully complying to the Swiss regulations, using a controllable building HVAC system on the EPFL campus and a grid connected energy storage system. The experimental results show that optimally combining such slow and fast resources can significantly augment the flexibility that can be provided to the grid. Moreover, by providing SFC service, the building can reduce its operational costs by up to 46% on average while maintaining a high level of occupant comfort. To the best of author’s knowledge this work is the first experimental demonstration of coordinating heterogeneous demand-response to provide SFC service.