Hi there
I compared historical klines data with granularity of 1 day to 1 minute and wondered a bit, because e.g. the open value for a day often does not match the open value of the first minute of the day. Do I misinterpret something or is this quite usual?
For example for ADAEUR the historical data CSV files contain the following:
ADAEUR-1d-2021-04.csv: 1 day kline for 2020-11-14
1605312000000,
0.09007000, <= open
0.09100000,
0.08613000,
0.08872000,
…
ADAEUR-1m-2021-04.csv: 1 minute kline for 2020-11-14 00:00:00
1605312000000,
0.09023000, <= open
0.09023000,
0.09023000,
0.09023000
…
Also, when I go over the 1 minute klines for one day to get the high and low values for that day I often get differences compared to the high and low values given in the 1 day kline.
Thanks a lot for your help!