volume requested on bitfinex seems to be incomplete

• OS: ubuntu 16.04
• Programming Language version: python
• CCXT version: last
• Exchange: bitfinex
• Method: fetch_ohlcv

Requesting candles on bitfinex I get different values that I can see online on bitfinex platform. For example, I’m getting this candle: 2018-03-09 15:56:00 8869.000000 8869.100000 8862.000000 8862.100000 2.721108 which can be read as (open, high, low, close, volume) but inspecting online I see: 8869 8869.1 8862 8862.1 5

I mean, volume is wrong (2.72 != 5). Here is some code:

import ccxt, datetime, pandas, numpy
bitfinex = ccxt.bitfinex()
n_data = 100
since = bitfinex.milliseconds() - n_data*60*1000
res = bitfinex.fetch_ohlcv ("BTC/USD",  "1m",  since, n_data)

res = numpy.array(res)
res = res.transpose()
res = {"time": res[0], "open":res[1], "high":res[2], "low":res[3], "close":res[4], "volume":res[5]}
res = pandas.DataFrame(res)
res["time"] = res["time"].apply(lambda x: datetime.fromtimestamp(x/1000.0))
res = res.set_index("time")	
print(res)

[kroitor]

@fedecaccia this is exactly what I’m saying too: the close of the unfinished candle can change until the candle is finally closed, so the last close (the close of the current candle) is the price of last trade in that candle. If it is a current candle, then it is current last trade price. The high/low can change as well. And the volume can also change.

[kroitor]

@fedecaccia i’ll add that to the Manual for less confusion, thx! Would you mind if I close this now?