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I'm having questions/trouble with the public API data, especially the OHLC. If I request 1min OHLC bars as well as 1h OHLC bars, the data doesn't seem to coincide at all:
Code:
https://api.kraken.com/0/public/OHLC?pair=ETHEUR&interval=1&since=0
https://api.kraken.com/0/public/OHLC?pair=ETHEUR&interval=60&since=0
For example, the timestamp 1500962400 (which is 2017-07-25 06:00:00) on the 1h bars gives me a volume of 2024.50730156 and a trade count of 447, while the summation of the volume of the 1m bars for that hour gives me 3842.00689444 and the summation of the trade counts gives me 772!
How can that be?! How come according to all the minute bars that make up one hour there is almost TWICE as much volume in comparison to the single 1h bar?+
Not only that, but also the *past* data keeps changing! I requested the 1h bar for timestamp 1500962400 a couple hours ago and got this result:
Code:
0 1500962400
1 "193.43346"
2 "193.89741"
3 "190.19000"
4 "190.19000"
5 "192.09941"
6 "2024.50730156"
7 447
Now, if I query the data again (just now), I get this:
Code:
0 1500962400
1 "193.43346"
2 "193.89741"
3 "190.19000"
4 "190.19993"
5 "192.04256"
6 "4166.08028567"
7 805
Pretty amazing, it seems Kraken has a time machine and (constantly) updates old data.
