Aggregated trades data are different when downloaded from different sources

API Futures API
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1

Hi, did anyone know why are the aggTrades data from different sources different?

I found than nearly 20% of the aggtrades have different size and quantity for the ETH futures data downloaded from api v.s. from Binance Data Collection.

For example, for transact_time 2023-01-23 14:59:37.227000+00:00,
if downloaded from API then the data is
agg_trade_id_x 1197895390.0
price_x 1593.9
quantity_x 41.879
first_trade_id_x 2642592750.0
last_trade_id_x 2642592752.0
is_buyer_maker_x True

if downloaded from data.binance, then at the same transaction time, the data shows
agg_trade_id_y 1197895398
price_y 1600.0
quantity_y 196.092
first_trade_id_y 2642592778
last_trade_id_y 2642592828
is_buyer_maker_y False

quantity and price differences are
quantity_diff 154.213
price_diff 6.1

Does anyone know why is the difference?

2

The information that you have pasted there shows that the 2 sets of data contain entirely different trades altogether. Look at the Trade IDs (first_trade_id - last_trade-_id)

The X set of data only seems to contain 3 trades (2642592750, 2642592751 and 2642592752)
first_trade_id_x 2642592750
last_trade_id_x 2642592752

Whilst the Y set of data contains 50 trades (2642592778 to 2642592828)
first_trade_id_y 2642592778
last_trade_id_y 2642592828

Neither data set overlaps as the first trade_id in data set Y is 26 trades after the last trade_id in data set X.