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Duplicate values in index #1

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cubicula opened this issue Feb 5, 2018 · 0 comments
Open

Duplicate values in index #1

cubicula opened this issue Feb 5, 2018 · 0 comments

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@cubicula
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cubicula commented Feb 5, 2018

Hi,
I'm getting duplicate values of timedate in the index column.

Example:

parameters = {'symbol':'BTC-USD',
              'granularity':900, # 15 minutes
              'start':datetime(2018, 1, 26, 7, 20, 0, tzinfo=pytz.timezone('UTC')),
              'end':datetime(2018, 2, 4, 7, 20, 0, tzinfo=pytz.timezone('UTC')),
              }

The result contains the following duplicates in index:

	                                          Low	High	Open	Close	Volume
2018-01-28 09:15:00+00:00	11434.50	11455.01	11455.00	11449.99	11.915052
2018-01-28 09:15:00+00:00	11449.99	11499.70	11450.00	11466.01	14.997498
2018-01-30 11:15:00+00:00	10831.90	10831.91	10831.91	10831.91	6.172409
2018-01-30 11:15:00+00:00	10831.90	10880.00	10831.91	10880.00	20.149295
2018-02-01 13:15:00+00:00	9201.00	9270.17	9270.13	9201.00	44.481023
2018-02-01 13:15:00+00:00	9200.00	9270.04	9201.01	9260.02	96.111316
2018-02-03 15:15:00+00:00	9387.21	9469.96	9469.95	9390.18	54.286699
2018-02-03 15:15:00+00:00	9273.86	9430.60	9390.20	9328.06	131.768941

Is this what GDAX really returns?

Thanks.

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