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.
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)