binance / binance/binance-public-data

Missing Data in UM-FUTURE BTCUSD Daily Dataset

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Futures
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Python
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Description

Metrics:

- ❌ 2024-02-16, 163 entries present instead of 288.
- https://github.com/binance/binance-public-data/issues/335
- ❌ 2022-03-08, the first 14 entries have `sumOpenInterest` as 0.
- ❌ 2022-03-07, the last 102 entries have `sumOpenInterest` as 0.

AggTrades:

- 2022-09-06:
- ❌ `agg_trade_id` 1439827491 - 1439827479 (11 entries missing).
- ❌ `agg_trade_id` 1439655679 - 1439687325 (31,645 entries missing).
- 2021-05-19:
- ❌ `agg_trade_id` 504067347 - 504624374 (557,026 entries missing).

Additional Notes:

- Data loss and null values have also been observed on other dates, though the quantities are smaller and less continuous.
- It is recommended to conduct a thorough review of the historical archived data to identify and resolve any additional discrepancies.

Contributor guide

No contributing guide indexed for this repository

Research direction

Start by reviewing the UM-FUTURE BTCUSD Daily Dataset, focusing on the listed Metrics and AggTrades dates, entry counts, zero values, and missing trade-ID ranges. Compare the archived data for those dates and then broaden the review to the other discrepancies noted in the issue. Done means the identified data loss and null values are resolved and the historical archive has been checked for additional discrepancies.

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
Needs clarification
Newbie friendliness
25/100

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