2014-01-14 18:29:00 5009.61 5009.61 5009.61 5009.61 0.43 2154.13 5009.61
2014-01-14 18:30:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:31:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:32:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:33:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:34:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:35:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:36:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:37:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:38:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:39:00 1.7e+308 1.7e+308 1.7e+308 1.7e+308 Infinity Infinity Infinity
2014-01-14 18:40:00 5009.61 5009.61 5009.6 5009.6 0.41 2043.92 5009.6
(those are UTC times)
On your chart the 18:29 datum is immediately followed by the 18:40 datum. That makes the horizontal scale non-linear.
While one can get used to it, wouldn't it be clearer and simpler to leave blank spaces for empty intervals (i.e make the horizontal axis linear, with the abscissa computed from the time rather than from the datum's index)?
For stock and commodity prices, it makes sense to omit the intervals when there is no trade, such as weekends and nights. That's because the market actually disappears during those intervals -- so that Friday 4:00 pm coincides with Monday 9:30 am in "Wall Street time". For Bitcoin prices, however, the global network effectively keeps the market running continuousy, even when one exchange is down or has no transactions.
By the way, in a market that is continuously active, the "opening price" and "closing price" become rather arbitrary data points. Thus the color of each candle should perhaps be defined by comparing its closing price with the previous closing, rather than with its opening price. Or perhaps one should redefine the opening and closing prices by linear interpolation between adjacent transactions. But presumably that would be too messy to implement, and too confusing to people who are used to the current scheme.
I should add that I find your charts wonderful, and that is why I am complaining so much.
Here is at least 2 advantage for omit blank data
1. Omit blank data could returns more data, for some exchange, if won't omit blank, in 1 minute candlestick, you will only see more than 80% blank data.
2. Keep chart fast, as I tested local, fill data will slow down chart a lot, at least decrease 300% performance on intialize.
You could use CandleStickHLC instead of CandleStick if want shows continuously.