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If the candle at time index X and X+1 have the same data (ie: no chart movement), API does not include candle X+1. This shows time "blanks" when examining the data. Cannot find documentation of this non-standard behavior. I say non-standard because **none** of the other major exchanges operate this way. At other exchanges, all time slices are always returned regardless if the data is the same or not. The API example code does not dive into this either. How are you supposed to handle this "missing data" issue?