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Missing USD-M 1m markPriceKlines and indexPriceKlines rows across multiple symbols #483

Description

@Ekra0904

Hello Binance public-data maintainers,

While validating the official USD-M Futures 1-minute mark and index price
archives, I found synchronized missing candle rows across multiple symbols.

Affected data

  • Market: USD-M Futures (data/futures/um)
  • Data types: markPriceKlines, indexPriceKlines
  • Interval: 1m
  • Symbols: BTCUSDT, ETHUSDT, XRPUSDT, LINKUSDT, SOLUSDT, DOGEUSDT
  • Missing rows: 603 symbol/data-type minutes
    • markPriceKlines: 305
    • indexPriceKlines: 298
  • Distinct missing open times: 66
  • Contiguous symbol/data-type gap ranges: 48
UTC date Missing symbol/data-type minutes Distinct missing open times
2020-01-19 232 29
2020-12-17 288 24
2022-07-12 58 10
2022-07-13 1 1
2024-08-12 24 2

Checks performed

  1. Checked 43 affected official monthly ZIP files and verified
    their published .CHECKSUM files.
  2. Checked the corresponding official daily ZIP files:
    40 were downloaded with verified checksums and
    4 returned NOT_AVAILABLE.
  3. Queried the exact 48 missing ranges through the public
    /fapi/v1/markPriceKlines or /fapi/v1/indexPriceKlines endpoint. Every
    response was the empty JSON array [].
  4. Re-ran Binance's own download-futures-markPriceKlines.py and
    download-futures-indexPriceKlines.py scripts at repository commit
    5c7f3197591c0d54d85dc43066226bc4c671d47a for all affected dates. The scripts downloaded and verified
    52 ZIP files, but
    recovered 0 of the 603 missing rows.
  5. No interpolation or third-party values were used.

The synchronized gaps include:

  • 2020-01-19 13:09–13:37 UTC
  • 2020-12-17 07:32–07:55 UTC
  • scattered minutes on 2022-07-12 and 2022-07-13
  • 2024-08-12 10:02–10:03 UTC

Attachments

binance_usdm_mark_index_missing_minutes.csv
binance_usdm_mark_index_gap_ranges.csv
evidence_manifest.json
official_downloader_probe.json

  • binance_usdm_mark_index_missing_minutes.csv: every missing symbol,
    data type, and 1-minute open time
  • binance_usdm_mark_index_gap_ranges.csv: surrounding present timestamps,
    archive URLs/statuses/checksums, exact public API URLs, and empty-response
    SHA256 evidence
  • evidence_manifest.json: counts and SHA256 hashes for the two CSV files
  • official_downloader_probe.json: Binance's official downloader commit,
    request scope, checksum verification, and timestamp-only comparison result

Could you please confirm whether these candles can be recovered and republish
corrected monthly/daily archives and .CHECKSUM files? If the underlying
records are permanently unavailable, an explicit confirmation would also help
downstream users apply a documented missing-data policy.

Thank you.

Activity

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