Thanks for taking the time to clear that up for me.  I understand why the open/closes/etc. are not working for me when I compare them.  And now I understand better how your cool charts work.

I am curious how you group the trades.  I've found 3 cases that occur with BTC-e:

1.  Multiple trades at the same time with same time stamp.  (Just add volumes together.)
2.  Multiple trades at different prices with same time stamp. (I have just been sequencing them assuming that the newest trade is always on top even if the time stamp is the same).
3.  Multiple trades at different prices and same prices all with the same time stamp (confusing but I only combine volumes of trades of the same price that are in a sequence together, if there is a different price in between the two same prices I treat them separately).

Are you doing something different to group them and which time stamps do you designate to them?  I have been trying to preserve their time data 100% because I re-sample the values with linear interpolation to even out the time base into a per second basis to do my time averages.  Is this a good approach?