Hello,
using the API of Poloniex you can get historical candlestick data (see
https://poloniex.com/support/api/ , returnChartData).
The unix timestamp of the candlesticks points at the open time. This is not explicitly stated in the API documentation, but detected by observing. For example, the 5 minute candlestick with unix timestamp 1509903000 contains price information for the time from 1509903000 to 1509903299, open price is at 1509903000 and close price is at 1509903299.
The data of historical candlesticks shall not change, because it is price information from a time period in the past. But this seems to be not the case on Poloniex. I see often, that high, low and close of candlestick are changing between different requests for the same candlestick. Until now I have observed no changes only for open.
Example 1: 5 minute candlestick with timestamp 1509906300 has close of 0.03912997 when retrieved from Poloniex at time 1509906604, and a different close of 0.03912973 when retrieved from Poloniex at time 1509906921.
Example 2: 24h candlestick with timestamp 1508889600 (October 25, 2017) has close of 0.053 when retrieved from Poloniex at time 1509892731 (November 5, 2017 2:38:51 PM), and a different close of 0.0516 when retrieved from Poloniex at time 1509906928 (November 5, 2017 6:35:28 PM, about 4 hours later after first retrievement). This is a change of -2.64% for a historical price lying 10 days in the past!
Can others confirm this behaviour? Is it a bug or a feature?
