Investigating a Large Binance One-Minute Volume Discrepancy

Summary

This post reports a data-quality question about one-minute BNB/USDT candles retrieved through a trading platform’s GetRecords interface. The author compares a candle for a specified minute in August 2018 with Binance’s displayed data. Open, high, low, and close are said to match, while the reported volume differs substantially: the API value is about an order of magnitude larger than the exchange figure shown in the screenshot.

The post provides a concrete example of why traders should validate volume fields across data sources before relying on them in signals, sizing, or backtests. It does not resolve whether the discrepancy comes from the exchange, the platform’s candle aggregation, or a difference in volume units or conventions. The screenshot itself is not available in the text, and no investigation, follow-up, or general conclusion is included. Treat the report as a diagnostic prompt rather than proof that either source is wrong; checks should establish symbol mapping, units, interval boundaries, and whether volume represents base or quote currency.

Key ideas

• The author reports matching OHLC prices but substantially different volume for one Binance candle.
• The example concerns BNB/USDT data retrieved through a platform API for a one-minute interval.
• Volume discrepancies can affect signals and backtests, so data fields should be cross-checked.
• The post does not identify the cause or establish which reported volume is correct.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.