Shoz0
commented
6 days ago This is common unfortunately, the agg_trade_id are not in order, you need to sort them if you want them in order
Open emsfeld opened 1 week ago
Shoz0
commented
6 days ago This is common unfortunately, the agg_trade_id are not in order, you need to sort them if you want them in order
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.