Hi, If I understand correctly, the Consolidated candle item provides the state of the current candle.
So, upon each new contract that causes the current candle to change, the whole candle coordinates are sent (as I infer from the traffic shown on the first post).
Then, when a candle is completed (according to the time-slot implied in the item name), the updates begin to refer to the next candle, as identified by the increased timestamp field.

Do you agree on this interpretation?
If so, please clarify what is the alternative behavior that you would like to achieve.
Perhaps you would like to get candle updates only for consolidated candles, while you are not interested in temporary candle states?