Market Data Feed

On 2022-09-19, an issue with our Reference Rates being missing caused our futures candles to have zero usd volume metrics. The historical data has been corrected and can now be backfilled as needed.

• Data Types: Futures candles Volume Metrics
• Exchanges:
  • ftx
  • binance
  • bybit
  • okex,4891
  • bitfinex
  • huobi
  • bitmex
  • mexc
  • hitbtc
  • deribit
  • bitflyer
• Frequencies Impacted: All
• Time Range of Impact:
  • ftx, 2019-07-09 00:00:00+00:00,2022-11-12 00:00:00+00:00
  • binance, 2020-08-28 00:00:00+00:00,2022-12-12 00:00:00+00:00
  • bybit, 2021-08-31 00:00:00+00:00,2022-01-18 00:00:00+00:00
  • okex, 2020-08-19 00:00:00+00:00,2022-12-12 00:00:00+00:00
  • bitfinex, 2020-05-06 00:00:00+00:00,2022-12-12 00:00:00+00:00
  • huobi, 2021-01-29 00:00:00+00:00,2022-11-16 00:00:00+00:00
  • bitmex, 2016-06-12 00:00:00+00:00,2022-12-14 00:00:00+00:00
  • mexc, 2022-11-01 00:00:00+00:00,2022-12-12 00:00:00+00:00
  • hitbtc, 2022-01-17 00:00:00+00:00,2022-11-04 00:00:00+00:00
  • deribit, 2022-02-18 00:00:00+00:00,2022-03-04 00:00:00+00:00
  • bitflyer, 2022-02-18 00:00:00+00:00,2022-03-04 00:00:00+00:00

We noticed a bug in our back-fill app during this recalculation and we had to do the following recalc:
all future markets between 2020-05-06T00:00:00 and 2022-12-13T00:00:00.
bitmex future markets between 2016-06-12T00:00:00 and 2022-12-15T00:00:00.
ftx future markets between 2019-07-09T00:00:00 and 2022-11-13T00:00:00.