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Historic Data seems funky #393

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halfcreative opened this issue Nov 4, 2019 · 3 comments
Closed

Historic Data seems funky #393

halfcreative opened this issue Nov 4, 2019 · 3 comments

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@halfcreative
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halfcreative commented Nov 4, 2019

Calling on historic data for BTC-USD, some of the values for open and close don't seem to be correct.
I get similar, incorrect data on both the sandbox and default endpoint.
Calling for the historic values for the past 30 days gave me :

[ [ 1572825600, 9130.01, 9343.52, 9202.9, 9273.22, 23831.17194258 ],
[ 1572739200, 8600, 9500, 9306.87, 9203.08, 19295.13102384 ],
[ 1572652800, 8850.65, 9500, 9247.55, 9306.81, 23990.36035004 ],
[ 1572566400, 9059.83, 9357.41, 9157.52, 9247.55, 41791.10417319 ],
[ 1572480000, 5000, 9397.47, 9165.6, 9155.15, 54070.84603797 ],
[ 1572393600, 4644.52, 9999.99, 9431.38, 9165.01, 60131.08611993 ],
[ 1572307200, 6799.96, 10000, 9452.32, 9431.38, 9208.99954582 ],
[ 1572220800, 680.01, 10000, 6799.98, 9450.43, 13223.36189979 ],
[ 1572134400, 680.01, 10000001, 6800, 680.01, 2898.60498532 ],
[ 1572048000, 680.01, 20646, 8669.51, 3740, 31507.64969885 ],
[ 1571961600, 6800, 8728.68, 7430.87, 8669.51, 44107.77894625 ],
[ 1571875200, 6800, 8112.15, 7474.93, 7430.88, 45891.27777718 ],
[ 1571788800, 3600, 8298.31, 8024.76, 7476.86, 41344.87525542 ],
[ 1571702400, 3600, 10000000.99, 5600.01, 8025.04, 28310.62188549 ],
[ 1571616000, 3600, 20000, 6800, 6800, 3050.11608152 ],
[ 1571529600, 3600, 15149.99, 7958.56, 3600, 1551.67068801 ],
[ 1571443200, 7000, 15000, 7954.99, 7932.21, 17994.96507104 ],
[ 1571356800, 7000, 15000, 8076.32, 7954.45, 30322.42472599 ],
[ 1571270400, 7000, 15000, 7589.04, 8075.36, 14055.13002833 ],
[ 1571184000, 7000, 15000, 10000, 7589.04, 443.80777129 ],
[ 1571097600, 7000, 15000, 7000, 10000, 130719.74430306 ],
[ 1571011200, 7000, 15000, 8257, 7000, 4072.65317933 ],
[ 1570924800, 7000, 15000, 8308.33, 7000.02, 3112.4509643 ],
[ 1570838400, 680.01, 815213.99, 8271.37, 8309.31, 28275.63894586 ],
[ 1570752000, 680.01, 815214, 8587.5, 8268.74, 771513.11892116 ],
[ 1570665600, 680.01, 22000, 8590.01, 8587.07, 278099.72339537 ],
[ 1570579200, 4854.64, 8682.81, 8185.53, 8590.01, 25262.36207938 ],
[ 1570492800, 8117.35, 8681.98, 8208.94, 8185.36, 38165.30101526 ],
[ 1570406400, 7209, 8267.71, 7862.51, 8209.76, 35258.54794546 ],
[ 1570320000, 7061, 8596.02, 8147.63, 7862.51, 22774.96876127 ] ]

I highlighted lines that look especially suspicious. When I go online to look at the opening and closing price for those dates and unsurprisingly they do not seem to be correct.
The granularity used is 86400, and I'm interested in getting the closing price for each day over the specified period

@halfcreative
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Reminder to those looking at this data that the format is returned [ time, low, high, open, close ]
Thus for the highlighted days the reported "close" price is 680 and 3600 which are way too low compared to the values reported elsewhere.

@halfcreative
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Correction: this occurs only for Sandbox. I was checking the wrong endpoint

@drewrothstein
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Hi, we are closing out PRs + Issues as this project is being archived.

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