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COIN-M daily trades files are truncated and is_buyer_maker is always true #492

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@ssive7b

Two problems with the COIN-M trades archive under data/futures/cm/daily/trades/, both still present.

  • Files are cut short. Recent files contain only the first two hours or so of the day instead of the full 24.
  • is_buyer_maker is always true. Since 2026-07-01, every row in every COIN-M trades file has is_buyer_maker=true with no false values at all.

Both look like export-side issues rather than bad data: /dapi/v1/trades returns a normal mix, and your own aggTrades archive is healthy and disagrees with the trades file for the same trade IDs.

Could the affected files from 2026-07-01 onward also be regenerated? Fixing only new files leaves about two months unusable, and there's no other way to get that period- /dapi/v1/aggTrades and /dapi/v1/historicalTrades both reject anything older than two days with -4166.

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