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Missing entries on 5 minute candle data (version 0.1.63).
Today while I was analysing some data for 5 minute candles I noticed that some times candles had intervals between them of 10 minutes or 15 minutes which isn't optimal when analysing 5 minute candles.
Above is one example of that hapenning, any information on why this is happening would be appreciated.
Probably because no trades occurred then. If you need the times then try history(keepna=True)