Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

BTCUSDT Futures AggTrades May 2023 - timestamps wrong #339

Open
emsfeld opened this issue Jun 19, 2024 · 1 comment
Open

BTCUSDT Futures AggTrades May 2023 - timestamps wrong #339

emsfeld opened this issue Jun 19, 2024 · 1 comment

Comments

@emsfeld
Copy link

emsfeld commented Jun 19, 2024

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.

@Shoz0
Copy link

Shoz0 commented Jun 26, 2024

This is common unfortunately, the agg_trade_id are not in order, you need to sort them if you want them in order

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

3 participants