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scrtlabs / catalyst

An Algorithmic Trading Library for Crypto-Assets in Python
http://enigma.co
Apache License 2.0
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Gap in Bitfinex minute data stream #279

Open Thomas214 opened 6 years ago

Thomas214 commented 6 years ago

While backtesting our algorithm, we detected some missing values in the bitfinex minute data stream. To be fair, the data is not exactly missing, but it seems like the values are not up-to-date for a few days/weeks.

Identified period (bitfinex, btc_usd, minute): 04/01/2016 00:01am - 06/01/2016 00:00am - price is always 416.19

We eliminated the problem on our side, because the same issue occurs running the first sample algorithm from the beginner tutorial.

(Same topic in Catalyst Developer Forum)

lenak25 commented 6 years ago

@Thomas214 , thank you for moving this discussion here. We are looking at this.

lenak25 commented 6 years ago

As described at the forum thread another gap was observed at May 2015.