Possible rounding error (from trades to aggTrades), causing quantitiy == 0, in 73 symbols/pairs in 2023-05 Futures/UM (From May 01, to May 13 last second)

[Shoz0]

Market: Futures/um Symbol: 90 symbols/pairs Problem: 'quantity' == 0, in 2023-05 aggTrades (I am not including when first_trade_id and last_trade_id is -1) It seems to be a rounding issue, from trades to aggTrades

Range: from transact_time '1682899200000' (Mon May 01 2023 00:00:00 GMT+0000) to '1684022399999' (Sat May 13 2023 23:59:59 GMT+0000) (all in 2023-05 monthly aggTrades)

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• Example of lines with the quantity == 0, in ETHUSDT:

x agg_trade_id price quantity first_trade_id last_trade_id transact_time is_buyer_maker 0 1290241731 1868.42 0.0 2943174956 2943174958 1682899200037 False … 12316940 1303870274 1794.36 0.0 2989227062 2989227062 1684022397864 False 12316945 1303870279 1794.41 0.0 2989227072 2989227074 1684022397864 False 12316946 1303870280 1794.42 0.0 2989227075 2989227077 1684022397864 False 12316949 1303870283 1794.44 0.0 2989227086 2989227087 1684022398361 False 12316950 1303870284 1794.44 0.0 2989227088 2989227091 1684022398565 False 12316951 1303870285 1794.44 0.0 2989227092 2989227092 1684022398667 False 12316952 1303870286 1794.44 0.0 2989227093 2989227093 1684022399071 False

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• From original aggTrades 2023-05 ETHUSDT:

agg_trade_id,price,quantity,first_trade_id,last_trade_id,transact_time,is_buyer_maker 1290241731,1868.42,0.0,2943174956,2943174958,1682899200037,false 1290241732,1868.43,3.0,2943174959,2943174959,1682899200123,false 1290241733,1868.44,0.0,2943174960,2943174960,1682899200123,false 1290241734,1868.43,1.0,2943174961,2943174961,1682899200132,true 1290241735,1868.44,0.0,2943174962,2943174962,1682899200135,false 1290241736,1868.45,0.0,2943174963,2943174965,1682899200135,false 1290241737,1868.44,0.0,2943174966,2943174966,1682899200147,true 1290241738,1868.45,4.0,2943174967,2943174971,1682899200165,false 1290241739,1868.44,1.0,2943174972,2943174972,1682899200187,true 1290241740,1868.45,0.0,2943174973,2943174973,1682899200193,false 1290241741,1868.44,13.0,2943174974,2943174979,1682899200207,true 1290241742,1868.45,0.0,2943174980,2943174980,1682899200240,false 1290241743,1868.44,0.0,2943174981,2943174982,1682899200240,true 1290241744,1868.45,0.0,2943174983,2943174983,1682899200243,false 1290241745,1868.44,6.0,2943174984,2943174989,1682899200249,true 1290241746,1868.45,0.0,2943174990,2943174990,1682899200295,false 1290241747,1868.44,0.0,2943174991,2943174991,1682899200301,true 1290241748,1868.45,0.0,2943174992,2943174992,1682899200310,false 1290241749,1868.44,23.0,2943174993,2943174999,1682899200320,true 1290241750,1868.43,15.0,2943175000,2943175007,1682899200324,true 1290241751,1868.44,2.0,2943175008,2943175009,1682899200324,false 1290241752,1868.45,6.0,2943175010,2943175014,1682899200330,false

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• From trades 2023-05 ETHUSDT:

id,price,qty,quote_qty,time,is_buyer_maker 2943174955,1868.41,3.047,5693.04527,1682899200001,false 2943174956,1868.42,0.027,50.44734,1682899200037,false 2943174957,1868.42,0.095,177.4999,1682899200123,false 2943174958,1868.42,0.05,93.421,1682899200123,false 2943174959,1868.43,2.5,4671.075,1682899200123,false 2943174960,1868.44,0.239,446.55716,1682899200123,false 2943174961,1868.43,1.0,1868.43,1682899200132,true 2943174962,1868.44,0.11,205.5284,1682899200135,false 2943174963,1868.45,0.006,11.2107,1682899200135,false 2943174964,1868.45,0.013,24.28985,1682899200135,false 2943174965,1868.45,0.003,5.60535,1682899200136,false 2943174966,1868.44,0.01,18.6844,1682899200147,true 2943174967,1868.45,0.02,37.369,1682899200165,false 2943174968,1868.45,0.044,82.2118,1682899200165,false 2943174969,1868.45,0.01,18.6845,1682899200165,false 2943174970,1868.45,0.01,18.6845,1682899200165,false 2943174971,1868.45,3.916,7316.8502,1682899200165,false 2943174972,1868.44,0.923,1724.57012,1682899200187,true 2943174973,1868.45,0.003,5.60535,1682899200193,false 2943174974,1868.44,0.013,24.28972,1682899200207,true 2943174975,1868.44,0.004,7.47376,1682899200207,true 2943174976,1868.44,0.053,99.02732,1682899200209,true 2943174977,1868.44,0.63,1177.1172,1682899200238,true 2943174978,1868.44,0.014,26.15816,1682899200239,true 2943174979,1868.44,12.779,23876.79476,1682899200239,true 2943174980,1868.45,0.394,736.1693,1682899200240,false 2943174981,1868.44,0.24,448.4256,1682899200240,true 2943174982,1868.44,0.01,18.6844,1682899200242,true 2943174983,1868.45,0.007,13.07915,1682899200243,false 2943174984,1868.44,0.144,269.05536,1682899200249,true 2943174985,1868.44,1.256,2346.76064,1682899200249,true 2943174986,1868.44,3.5,6539.54,1682899200274,true 2943174987,1868.44,0.245,457.7678,1682899200278,true 2943174988,1868.44,0.755,1410.6722,1682899200278,true 2943174989,1868.44,0.002,3.73688,1682899200279,true 2943174990,1868.45,0.112,209.2664,1682899200295,false …

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