title: ValueError: Length of passed values is 7, index implies 0
body: <p>I am trying to get 1minute open, high, low, close, volume values from bitmex using ccxt. everything seems to be fine however im not sure how to fix this error. I know that the index is 7 because there are 7 values in the OHLCcolumns that I am getting into the dataframe. I am not sure why it is instead implying there are 0. Thanks so much this has been giving me a headache all day :(</p>
  
  <pre><code># noinspection PyUnresolvedReferences
  from datetime import datetime
  # noinspection PyUnresolvedReferences
  import time
  # noinspection PyUnresolvedReferences
  import ccxt
  # noinspection PyUnresolvedReferences
  import numpy as np
  import pandas as pd
  # noinspection PyUnresolvedReferences
  from IPython.display import display, clear_output
  
  
  OHLCVcolumns = ['date', 'timestamp', 'open', 'high', 'low', 'close', 'volume']
  
  dfOHLCV = pd.DataFrame(index=[], columns=OHLCVcolumns)
  
  bitmex = ccxt.bitmex()
  
  
  def fetch_current(x):
      while True:
          if datetime.now().second == x:
              break
          time.sleep(0.5)
  
  
  def fetch_mex():
      listOHLCV = bitmex.fetch_ohlcv('BTC/USD',
                                     timeframe='1m',
                                     limit=5,
                                     params={'reverse': True})
  
      lst = list(listOHLCV[1])
  
      lst.insert(0, datetime.fromtimestamp((lst[0]) / (1000 + 60 * 60 * 9 - 60)).strftime("%Y/%d/%m, %H: %M:"))
  
      series = pd.Series(lst, index=dfOHLCV)
  
      return listOHLCV, series
  
  
  while True:
      fetch_current(1)
  
      listOHLCV, series = fetch_mex()
  
      dfOHLCV = dfOHLCV.append(series, ignore_index=True)
  
  
  clear_output(wait=True)
  display(listOHLCV)
  display(dfOHLCV)
  
  fetch_current(55)
  </code></pre>