Getting less rows then expected while downloading 1m data from Binance.

[Krzysiek191]

Hi!

I am trying to download historical data for ADA/BUSD from Binance. The code is:

import vectorbt as vbt

binance_data = vbt.BinanceData.download('ADABUSD', start='2021-11-22 UTC', end='2022-01-21 UTC', interval='1m')

binance_data.save('ADABUSD_1m.pkl')

That is 791 days which should give 1139040 rows of 1 minute interval data (791 x 1440).

First and last five rows have the proper dates:

Open time
2019-11-22 00:00:00+00:00
2019-11-22 00:01:00+00:00
2019-11-22 00:02:00+00:00
2019-11-22 00:03:00+00:00
2019-11-22 00:04:00+00:00
...
2022-01-20 23:55:00+00:00
2022-01-20 23:56:00+00:00
2022-01-20 23:57:00+00:00
2022-01-20 23:58:00+00:00
2022-01-20 23:59:00+00:00

But the length is 1136674. So it seems that 2366 rows are missing. There is no such issue when I get the data for shorter timeframes, like one or two months, but for periods longer than one year the number of rows is off.

How can I resolve this?

Thanks!

[polakowo]

@Krzysiek191 you can call Binance and ask them to fill the missing data. Just kidding. It's missing usually due to outages, nothing to do with vectorbt.