diff --git a/catalyst/examples/buy_low_sell_high.py b/catalyst/examples/buy_low_sell_high.py
index 51f965b4..7dc95b5b 100644
--- a/catalyst/examples/buy_low_sell_high.py
+++ b/catalyst/examples/buy_low_sell_high.py
@@ -143,7 +143,7 @@ def analyze(context, stats):
 
 
 if __name__ == '__main__':
-    live = False
+    live = True
     if live:
         run_algorithm(
             capital_base=0.001,
diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 084411d9..b215f5cf 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -39,7 +39,7 @@ def initialize(context):
 
     context.RSI_OVERSOLD = 55
     context.RSI_OVERBOUGHT = 60
-    context.CANDLE_SIZE = '5T'
+    context.CANDLE_SIZE = '15T'
 
     context.start_time = time.time()
 
@@ -114,7 +114,7 @@ def handle_data(context, data):
     # TODO: retest with open orders
     # Since we are using limit orders, some orders may not execute immediately
     # we wait until all orders are executed before considering more trades.
-    orders = get_open_orders(context.market)
+    orders = context.blotter.open_orders
     if len(orders) > 0:
         log.info('exiting because orders are open: {}'.format(orders))
         return
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 0d4b3c57..9ac59c6d 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -431,18 +431,14 @@ class CCXT(Exchange):
             bars_to_now = pd.date_range(
                 end_dt, pd.Timestamp.utcnow(), freq=freq
             )
-            if len(bars_to_now) > 1:
+            # See: https://github.com/ccxt/ccxt/issues/1360
+            if len(bars_to_now) > 1 or self.name in ['poloniex']:
                 dt_range = get_periods_range(
                     end_dt=end_dt,
                     periods=bar_count,
                     freq=freq,
                 )
-                # with some exchanges, skip the left bound of the range
-                # since the open range is on the right bound
-                if self.name in ['poloniex']:
-                    start_dt = dt_range[1]
-                else:
-                    start_dt = dt_range[0]
+                start_dt = dt_range[0]
 
         since = None
         if start_dt is not None:
@@ -471,6 +467,9 @@ class CCXT(Exchange):
                     close=ohlcv[4],
                     volume=ohlcv[5]
                 ))
+            candles[asset] = sorted(
+                candles[asset], key=lambda c: c['last_traded']
+            )
 
         if is_single:
             return six.next(six.itervalues(candles))