binance / binance/binance-public-data
COIN-M daily trades files are truncated and is_buyer_maker is always true
- Dominant language
- Python
- Stars
- 2.5k
- Forks
- 613
- PR merge metrics
- No merged PRs in 30d
Description
Two problems with the COIN-M trades archive under data/futures/cm/daily/trades/, both still present.
- Files are cut short. Recent files contain only the first two hours or so of the day instead of the full 24.
- is_buyer_maker is always true. Since 2026-07-01, every row in every COIN-M trades file has is_buyer_maker=true with no false values at all.
Both look like export-side issues rather than bad data: /dapi/v1/trades returns a normal mix, and your own aggTrades archive is healthy and disagrees with the trades file for the same trade IDs.
Could the affected files from 2026-07-01 onward also be regenerated? Fixing only new files leaves about two months unusable, and there's no other way to get that period- /dapi/v1/aggTrades and /dapi/v1/historicalTrades both reject anything older than two days with -4166.
Contributor guide
No contributing guide indexed for this repository
Research direction
Start with the affected archive under data/futures/cm/daily/trades/ and compare its rows with /dapi/v1/trades and the existing aggTrades archive for the same trade IDs. Done means COIN-M files from 2026-07-01 onward contain the full day and preserve both is_buyer_maker values, with the affected period regenerated.
Written by the indexing model from the issue text.
Assessment
- Domain
- data-engineering
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Active
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100