I'm having this strange issue with my data/plots. Just downloaded the latest data from binance futures and this it what it looks like on 15 minute bars (OK) versus 10 minute bars (Not OK). Please see attached screenshots.
Data seems fine when inspecting, but for some reason Zorro mishandles the data when bar period is smaller than 15m.
Any ideas on what could be wrong here / how to debug this?
Your screen looks normal to me, but when data starts looking strange below a certain bar period, it's a resolution issue. The bar period should not be smaller than the time between 2 ticks in the data.
Yes. But for being sure you should post both curves for comparing.
I already understood that it is 1 minute data, but that does not mean that it has 1 minute resolution. Look in the data and check. More often than not, 1 minute data from crypto exchanges is in fact full of 20 minute gaps.
I did post both screenshots. 15m.PNG and 10m.PNG please compare both attached screenshots in the original post. I did check the data and here is a screenshot of some of the data in the problematic range. It is indeed 1m resolution, no gaps
Ah, now I see what you mean - the strange 'candle wicks'.
Check the positions of these wicks in the data. When they fall together with the bar open or close, you won't see them as wicks on the chart. Instead they will only inflate the candles.
Of course it's also possible that they are not in the data, but a bug of your conversion or plotting script. Must be then a strange bug, though.