diff --git a/candlestick_series.go b/candlestick_series.go
index 76bb388..315ec6a 100644
--- a/candlestick_series.go
+++ b/candlestick_series.go
@@ -3,8 +3,13 @@ package chart
 import (
 	"fmt"
 	"time"
+
+	"math"
+
+	"github.com/wcharczuk/go-chart/util"
 )
 
+// CandleValue is a day's data for a candlestick plot.
 type CandleValue struct {
 	Timestamp time.Time
 	High      float64
@@ -13,6 +18,11 @@ type CandleValue struct {
 	Close     float64
 }
 
+// IsZero returns if the value is zero or not.
+func (cv CandleValue) IsZero() bool {
+	return cv.Timestamp.IsZero()
+}
+
 // CandlestickSeries is a special type of series that takes a norma value provider
 // and maps it to day value stats (high, low, open, close).
 type CandlestickSeries struct {
@@ -46,20 +56,52 @@ func (cs CandlestickSeries) CandleValues() []CandleValue {
 	// compute the low, or the min
 
 	totalValues := cs.InnerSeries.Len()
+	if totalValues == 0 {
+		return nil
+	}
 
+	var value CandleValue
 	var values []CandleValue
+	var lastYear, lastMonth, lastDay int
+	var year, month, day int
 
-	var day int
-	for i := 0; i < totalValues; i++ {
-		if day == 0 {
-			// extract day value from time value
+	var tv float64
+	var t time.Time
+	var lv, v float64
+
+	tv, v = cs.InnerSeries.GetValues(0)
+	t = util.Time.FromFloat64(tv)
+	year, month, day = t.Year(), int(t.Month()), t.Day()
+	value.Timestamp = cs.newTimestamp(year, month, day)
+	value.Open, value.Low, value.High = v, v, v
+
+	for i := 1; i < totalValues; i++ {
+		tv, v = cs.InnerSeries.GetValues(i)
+		t = util.Time.FromFloat64(tv)
+		year, month, day = t.Year(), int(t.Month()), t.Day()
+
+		// if we've transitioned to a new day or we're on the last value
+		if lastYear != year || lastMonth != month || lastDay != day || i == (totalValues-1) {
+			value.Close = lv
+			values = append(values, value)
+
+			value = CandleValue{
+				Timestamp: cs.newTimestamp(year, month, day),
+			}
 		}
-		if 
+
+		value.Low = math.Min(value.Low, v)
+		value.High = math.Max(value.Low, v)
+		lv = v
 	}
 
 	return values
 }
 
+func (cs CandlestickSeries) newTimestamp(year, month, day int) time.Time {
+	return time.Date(year, time.Month(month), day, 12, 0, 0, 0, util.Date.Eastern())
+}
+
 // Render implements Series.Render.
 func (cs CandlestickSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
 	//style := cs.Style.InheritFrom(defaults)
diff --git a/candlestick_series_test.go b/candlestick_series_test.go
new file mode 100644
index 0000000..aeb8165
--- /dev/null
+++ b/candlestick_series_test.go
@@ -0,0 +1,45 @@
+package chart
+
+import (
+	"math/rand"
+	"testing"
+	"time"
+
+	assert "github.com/blendlabs/go-assert"
+	"github.com/wcharczuk/go-chart/util"
+)
+
+func generateDummyStockData() (times []time.Time, prices []float64) {
+	start := util.Date.On(time.Date(2017, 05, 15, 6, 30, 0, 0, util.Date.Eastern()), util.NYSEOpen())
+	var cursor time.Time
+	for day := 0; day < 60; day++ {
+		cursor = start.AddDate(0, 0, day)
+		for hour := 0; hour < 7; hour++ {
+			for minute := 0; minute < 60; minute++ {
+				times = append(times, cursor)
+				prices = append(prices, rand.Float64()*256)
+
+				cursor = cursor.Add(time.Minute)
+			}
+
+			cursor = cursor.Add(time.Hour)
+		}
+	}
+	return
+}
+
+func TestCandlestickSeriesCandleValues(t *testing.T) {
+	assert := assert.New(t)
+
+	xdata, ydata := generateDummyStockData()
+
+	candleSeries := CandlestickSeries{
+		InnerSeries: TimeSeries{
+			XValues: xdata,
+			YValues: ydata,
+		},
+	}
+
+	values := candleSeries.CandleValues()
+	assert.NotEmpty(values)
+}
diff --git a/market_hours_range.go b/market_hours_range.go
index de32e8c..6bbf200 100644
--- a/market_hours_range.go
+++ b/market_hours_range.go
@@ -115,31 +115,31 @@ func (mhr MarketHoursRange) GetMarketClose() time.Time {
 // GetTicks returns the ticks for the range.
 // This is to override the default continous ticks that would be generated for the range.
 func (mhr *MarketHoursRange) GetTicks(r Renderer, defaults Style, vf ValueFormatter) []Tick {
-	times := seq.Time.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times := seq.TimeUtil.MarketHours(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth := mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
 	}
 
-	times = seq.Time.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times = seq.TimeUtil.MarketHourQuarters(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth = mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
 	}
 
-	times = seq.Time.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times = seq.TimeUtil.MarketDayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth = mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
 	}
 
-	times = seq.Time.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times = seq.TimeUtil.MarketDayAlternateCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth = mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)
 	}
 
-	times = seq.Time.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
+	times = seq.TimeUtil.MarketDayMondayCloses(mhr.Min, mhr.Max, mhr.GetMarketOpen(), mhr.GetMarketClose(), mhr.GetHolidayProvider())
 	timesWidth = mhr.measureTimes(r, defaults, vf, times)
 	if timesWidth <= mhr.Domain {
 		return mhr.makeTicks(vf, times)