bookDepth daily archives: inner ask bands (+0.2%, +1%, +2%) frozen since 2026-09-03 across all USD-M symbols

[LoganFenn-byte]

Since 2026-09-03 ~12:00 UTC, the USD-M bookDepth daily archives have stopped updating the
ask-side bands nearest the mid. The affected bands emit a constant depth and notional for
the entire day. All bid bands and the outer ask bands remain correct. The defect is present on every
USD-M symbol checked (SOLUSDT, BTCUSDT, ETHUSDT, AVAXUSDT) and is propagating outward one band
at a time.

The published .CHECKSUM matches the delivered file in every case, so this is not a transfer or
storage problem — the frozen values are what the exporter is writing.

Reproduction

Count the DISTINCT values of notional / depth per percentage band per day. Each daily file
contains 2,880 snapshots (30 s cadence), so a healthy band yields ~2,880 distinct values.

import requests, zipfile, io, pandas as pd

url = ("https://data.binance.vision/data/futures/um/daily/bookDepth/"
       "SOLUSDT/SOLUSDT-bookDepth-%s.zip")

for day in ["2026-09-02", "2026-09-03", "2026-09-04", "2026-09-05", "2026-09-06"]:
    r = requests.get(url % day, timeout=180)
    with zipfile.ZipFile(io.BytesIO(r.content)) as z:
        d = pd.read_csv(z.open(z.namelist()[0]))
    d["px"] = (d.notional / d.depth).round(6)
    counts = {b: d[d.percentage == b]["px"].nunique()
              for b in [-1.0, -0.2, 0.2, 1.0, 2.0, 5.0]}
    print(day, counts)

Observed (SOLUSDT)

Distinct values of notional/depth, out of 2,880 snapshots per day:

day	−5	−1	−0.2	+0.2	+1	+2	+3	+5
2026-09-02	2878	2878	2877	2879	2880	2878	2879	2880
2026-09-03	2878	2879	2832	1455	1744	2155	2878	2875
2026-09-04	2876	2877	2873	50	1380	2873	2880	2879
2026-09-05	2876	2876	2878	3	1259	2875	2876	2876
2026-09-06	2878	2877	2878	4	4	396	2697	2879

depth and notional are individually frozen too — on 2026-09-06 the +0.2 and +1 bands each
have exactly 4 distinct depth values and 4 distinct notional values for the whole day, while
−0.2 and −1 have 2,880 each.

Onset is within one hour. Distinct +0.2 values per hour on 2026-09-03:
h00–h10 = 120 each (healthy), h11 = 87, h12 = 48, h13 = 1, h14–h23 = 1–3.

Cross-symbol (2026-09-06, +0.2 band)

symbol	frozen implied price	share of day held	distinct values
SOLUSDT	100.9696	76.0%	4
BTCUSDT	78216.0684	96.6%	3
ETHUSDT	2418.5600	89.8%	2
AVAXUSDT	7.2690	100.0%	1

Each symbol is stuck at its own last-good price, consistent with a per-symbol cache that stopped
refreshing.

The result is an internally inconsistent (crossed) book

SOLUSDT snapshot 2026-09-06 06:00:03. True 1-minute kline close at that timestamp: 106.25.

percentage	depth	notional/depth
−0.2	591,693	104.59
+0.2	2,500	100.97
+1.0	2,890	101.40
+2.0	2,891	101.40
+5.0	329,900	107.44

The ask-side VWAP is $3.62 below the bid-side VWAP at the same instant, and cumulative ask depth
is effectively flat from +0.2% to +2% (2,500 → 2,891). The same snapshot on 2026-09-02 is correct
(bid −0.2 = 100.112, ask +0.2 = 100.337, true close 100.25).

The live API is unaffected

GET /fapi/v1/depth?symbol=SOLUSDT&limit=1000, queried 2026-09-07, gives a healthy two-sided book:
bid/ask notional ratio 1.15 within 1% of mid (~$16.6M bid vs ~$14.5M ask). The archive reports
270.39 for the same band on 2026-09-06. Only the archive export is affected.

File metadata (no revision has occurred)

file	Last-Modified	bytes	sha256 vs published .CHECKSUM
SOLUSDT-bookDepth-2026-09-02.zip	Thu, 03 Sep 2026 08:32:58 GMT	562,326	match
SOLUSDT-bookDepth-2026-09-03.zip	Fri, 04 Sep 2026 07:52:48 GMT	525,475	match
SOLUSDT-bookDepth-2026-09-05.zip	Sun, 06 Sep 2026 07:25:44 GMT	509,147	match
SOLUSDT-bookDepth-2026-09-06.zip	Mon, 07 Sep 2026 07:47:37 GMT	465,111	match

Compressed size falls ~17% while the row count stays at 34,560, which is consistent with
increasingly repetitive (frozen) content.

1. Can the bookDepth exports for 2026-09-03 onward be regenerated for USD-M symbols?
2. Is the same defect present on COIN-M and on the monthly aggregates?
3. Please confirm whether the archive is expected to be reissued, so downstream consumers know
   whether to treat the window as permanently unusable.