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have noticed that the socket output skips seconds often, for example, it goes from 11:59:59 directly to 12:00:01.
Does this mean that the price at 11:59:59 and 12:00:00 were same?
Also this messes with the idea that the last second of a minute is the closing price and the end of the first second of a new minute is the opening price of a 1 min candle.