Market Data Feed

Trades, Candles and Volume Metrics Recalculation

Information

On 2022-02-17, an outage in our trades feed caused missing values for our trades and incorrect downstream market data types, including candles and volume metrics. The historical data has been corrected and can now be backfilled as needed:

  • Data Type: Spot and Futures Trades
    Time Range of Impact: 2022-02-17 15:00:00 - 2022-02-17 17:00:00

  • Data Type: Spot and Futures Candles
    Frequencies + Time Range Impacted: 1m, 5m, 10m, 15m, 30m, 1h, (2022-02-17 15:00:00 - 2022-02-17 17:00:00)
    Frequencies + Time Range Impacted: 4h, 1d (2022-02-17 00:00:00 - 2022-02-18 00:00:00)

  • Data Type: Spot and Futures Volume Metrics
    Frequencies + Time Range Impacted: 1h (2022-02-17 15:00:00 - 2022-02-17 17:00:00)
    Frequencies + Time Range Impacted: 1d (2022-02-17 00:00:00 - 2022-02-18 00:00:00)