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Data completeness of T-DEPTH and T-DEPTH-BACKFILL for BTCUSDT

Open ai-fx opened this issue 2 years ago • 2 comments

I have downloaded T-DEPTH and T-DEPTH-BACKFILL data and have found that data completeness is almost perfect. But several defects exist. Time gaps for data over 10 minutes are shown below. These gaps make it difficult to make a precise order- book from update data. I would like to ask Binance staffs to complete the data.

[Time gap in seconds]: [start time] [end time] 36716.887s : 2020-12-16 13:48:03.141000+00:00 2020-12-17 00:00:00.028000+00:00 2374.516s : 2021-03-02 01:00:08.614000+00:00 2021-03-02 01:39:43.130000+00:00 1628.919s : 2021-05-19 13:20:36.598000+00:00 2021-05-19 13:47:45.517000+00:00 6000.105s : 2022-01-05 23:59:59.935000+00:00 2022-01-06 01:40:00.040000+00:00 4560.103s : 2022-01-06 01:41:59.913000+00:00 2022-01-06 02:58:00.016000+00:00 2640.114s : 2022-01-06 02:59:59.925000+00:00 2022-01-06 03:44:00.039000+00:00 840.489s : 2022-01-06 03:45:59.907000+00:00 2022-01-06 04:00:00.396000+00:00 9000.47s : 2022-01-06 04:01:59.545000+00:00 2022-01-06 06:32:00.015000+00:00 7200.105s : 2022-01-06 06:33:59.935000+00:00 2022-01-06 08:34:00.040000+00:00 3960.299s : 2022-01-06 08:35:59.721000+00:00 2022-01-06 09:42:00.020000+00:00 7080.144s : 2022-01-06 09:43:59.857000+00:00 2022-01-06 11:42:00.001000+00:00 17400.116s : 2022-01-06 11:43:59.880000+00:00 2022-01-06 16:33:59.996000+00:00 2280.261s : 2022-01-06 16:35:59.935000+00:00 2022-01-06 17:14:00.196000+00:00 5040.191s : 2022-01-06 17:15:59.850000+00:00 2022-01-06 18:40:00.041000+00:00 12600.192s : 2022-01-06 18:41:59.828000+00:00 2022-01-06 22:12:00.020000+00:00 1560.222s : 2022-01-06 22:13:59.763000+00:00 2022-01-06 22:39:59.985000+00:00 4680.103s : 2022-01-06 22:41:59.973000+00:00 2022-01-07 00:00:00.076000+00:00 1533.335s : 2022-03-21 12:24:59.905000+00:00 2022-03-21 12:50:33.240000+00:00 1773.243s : 2022-05-01 22:25:37.522000+00:00 2022-05-01 22:55:10.765000+00:00 2123.15s : 2022-05-28 16:39:37.405000+00:00 2022-05-28 17:15:00.555000+00:00

ai-fx avatar Aug 24 '22 05:08 ai-fx

T_DEPTH_BACKFILL: tick-by-tick order book (level 2). T_DEPTH backfilled with internal logs. Currently in beta. And has stopped producing since mid-July 2021, resume date TBD.

2pd avatar Aug 24 '22 06:08 2pd

Thanks for your reply , 2pd. I know that from the README file. I use the back-filled data until mid-July 2021. However, it still have large time gaps.

ai-fx avatar Aug 24 '22 09:08 ai-fx

thank u

arapseut avatar Oct 23 '22 14:10 arapseut