binance / binance/binance-public-data

BTCUSDT Futures AggTrades May 2023 - timestamps wrong

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Futures
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Description

The timestamps in following datafile:

https://data.binance.vision/data/futures/um/monthly/aggTrades/BTCUSDT/BTCUSDT-aggTrades-2023-05.zip

are wrong. Here an excerpt of the first couple of rows:

agg_trade_id,price,quantity,first_trade_id,last_trade_id,transact_time,is_buyer_maker
1715206948,29223.0,0.639,3643221425,3643221428,1682899200101,false
1750606761,27540.0,0.785,3764656132,3764656133,1685463466083,true
1715206949,29223.2,0.343,3643221429,3643221430,1682899200129,false
1750606762,27539.9,0.02,3764656134,3764656134,1685463466083,true
1715206950,29223.6,0.008,3643221431,3643221431,1682899200129,false
1750606763,27539.8,0.641,3764656135,3764656135,1685463466083,true
1715206951,29223.5,0.012,3643221432,3643221432,1682899200136,true
1750606764,27539.6,0.146,3764656136,3764656136,1685463466083,true
1715206952,29223.6,0.018,3643221433,3643221433,1682899200148,false
1750606765,27539.5,0.146,3764656137,3764656137,1685463466083,true

You can see the timestamps jumping around within multiple years and months.

Contributor guide

No contributing guide indexed for this repository

Research direction

Start by downloading the linked BTCUSDT-aggTrades-2023-05.zip file and reviewing the CSV rows against the expected May 2023 time range. Identify how the transact_time values were produced and confirm the corrected archive or data-generation source before changing anything; done means the timestamps are consistent with the month and trade sequence.

Written by the indexing model from the issue text.

Assessment

Domain
data
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

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