Thanks for the report. We are aware of the issue and we’re working on a fix. Here’s some more information about why this is happening:
When we build our aggregated candles, we merge data from every market involving the requested currency (in this case, BTC). When we perform the merge, we use a volume weighted average for open and close, but for high and low, we use the highest high and lowest low.
In general, this results in very long wicks on the candles, and we are working on switching to a volume weighted high and low.
However, in this case the extreme low is caused by a particular trade on one exchange that was an outlier. Often these trades are the result of very thin books creating large price swings when a large order comes through, or when there are users intentionally attempting to manipulate the price by trading against themselves at an extremely high or low price.
We are working on addressing this situation as well, by building in outlier detection to our candle algorithms. We’re taking the time to get it just right, because we want to manipulate the data as little as possible, and only remove extreme outliers.
CTO @ Nomics