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SPOT aggtrades daily files for 2021-12-14 seem truncated #354

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uid2532 opened this issue Sep 24, 2024 · 1 comment
Open

SPOT aggtrades daily files for 2021-12-14 seem truncated #354

uid2532 opened this issue Sep 24, 2024 · 1 comment

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@uid2532
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uid2532 commented Sep 24, 2024

There's a gap across most (if not all) symbols on SPOT aggtrades for Dec. 14th, 2021 in the CSV files (missing aggtradeids can correctly be retrieved from REST API aggtrades endpoint).

For instance, for BTCUSDT, last record is for aggtradeid 1031427011 at 09:29:10.498 UTC:

tail BTCUSDT-aggTrades-2021-12-14.csv
1031427002,47319.84000000,0.02736000,1189032464,1189032465,1639474150066,True,True
1031427003,47319.99000000,0.01186000,1189032466,1189032466,1639474150077,True,True
1031427004,47320.00000000,0.00105000,1189032467,1189032467,1639474150155,False,True
1031427005,47320.00000000,0.00001000,1189032468,1189032468,1639474150242,False,True
1031427006,47321.94000000,0.00543000,1189032469,1189032469,1639474150242,False,True
1031427007,47320.39000000,0.01266000,1189032470,1189032470,1639474150306,True,True
1031427008,47320.39000000,0.17089000,1189032471,1189032471,1639474150335,True,True
1031427009,47320.41000000,0.01266000,1189032472,1189032472,1639474150368,True,True
1031427010,47320.43000000,0.02530000,1189032473,1189032473,1639474150434,True,True
1031427011,47320.86000000,0.09001000,1189032474,1189032474,1639474150498,True,True
head BTCUSDT-aggTrades-2021-12-15.csv
1032101778,48336.95000000,0.00461000,1189831227,1189831227,1639526400002,True,True
1032101779,48336.95000000,0.00395000,1189831228,1189831228,1639526400002,True,True
1032101780,48343.28000000,0.01033000,1189831229,1189831229,1639526400002,False,True
1032101781,48343.27000000,0.00184000,1189831230,1189831230,1639526400004,False,True
1032101782,48336.96000000,0.00133000,1189831231,1189831231,1639526400009,True,True
1032101783,48336.96000000,0.03402000,1189831232,1189831233,1639526400026,True,True
1032101784,48336.92000000,0.20680000,1189831234,1189831234,1639526400026,True,True
1032101785,48335.74000000,0.00022000,1189831235,1189831235,1639526400026,True,True
1032101786,48334.60000000,0.09459000,1189831236,1189831236,1639526400026,True,True
1032101787,48332.20000000,0.15503000,1189831237,1189831237,1639526400026,True,True

It seems that, looking at the file size difference, most 2021-12-14 files are truncated

image
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