Historic candles dont appear to be keeping close/open prices correctly, see below for last 50 candles at 3600 seconds (1 hour) size:
"vega": {
"markets": [
{
"candles": [
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T10:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T11:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T12:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T13:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T14:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T15:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T16:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T17:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T18:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T19:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T20:32:21Z"
},
{
"open": "1",
"close": "1",
"low": "1",
"high": "1",
"date": "2018-07-13T21:32:21Z"
},
{
"open": "42",
"close": "42",
"low": "42",
"high": "42",
"date": "2018-07-13T22:32:21Z"
},
{
"open": "42",
"close": "1000",
"low": "42",
"high": "1000",
"date": "2018-07-13T23:32:21Z"
},
{
"open": "1000",
"close": "1000",
"low": "1000",
"high": "1000",
"date": "2018-07-14T00:32:21Z"
},
{
"open": "1000",
"close": "1000",
"low": "1000",
"high": "1000",
"date": "2018-07-14T01:32:21Z"
},
{
"open": "1000",
"close": "1000",
"low": "1000",
"high": "1000",
"date": "2018-07-14T02:32:21Z"
},
{
"open": "1000",
"close": "1000",
"low": "1000",
"high": "1000",
"date": "2018-07-14T03:32:21Z"
},
{
"open": "100",
"close": "100",
"low": "100",
"high": "1000",
"date": "2018-07-14T04:32:21Z"
},
{
"open": "100",
"close": "121",
"low": "100",
"high": "121",
"date": "2018-07-14T05:32:21Z"
},
{
"open": "121",
"close": "121",
"low": "121",
"high": "121",
"date": "2018-07-14T06:32:21Z"
},
{
"open": "121",
"close": "121",
"low": "121",
"high": "121",
"date": "2018-07-14T07:32:21Z"
},
{
"open": "121",
"close": "121",
"low": "121",
"high": "121",
"date": "2018-07-14T08:32:21Z"
},
{
"open": "121",
"close": "121",
"low": "121",
"high": "121",
"date": "2018-07-14T09:32:21Z"
},
{
"open": "121",
"close": "121",
"low": "121",
"high": "121",
"date": "2018-07-14T10:32:21Z"
},
{
"open": "121",
"close": "121",
"low": "121",
"high": "121",
"date": "2018-07-14T11:32:21Z"
},
{
"open": "121",
"close": "120",
"low": "120",
"high": "121",
"date": "2018-07-14T12:32:21Z"
},
{
"open": "0",
"close": "0",
"low": "0",
"high": "0",
"date": "2018-07-14T13:32:21Z"
},
{
"open": "0",
"close": "0",
"low": "0",
"high": "0",
"date": "2018-07-14T14:32:21Z"
},
{
"open": "0",
"close": "0",
"low": "0",
"high": "0",
"date": "2018-07-14T15:32:21Z"
},
{
"open": "0",
"close": "0",
"low": "0",
"high": "0",
"date": "2018-07-14T16:32:21Z"
}
],
"orders": [
{
"id": "V41095-24",
"remaining": "42"
}
]
}
]
}
}