Comparison of received archive ticks with the daily chart in the terminal

Please help me understand the discrepancy between the total volume of ticks in the archive files and the terminal data. Here is an example of C# code that processes archive ticks:
I checked the volumes by the number of lines (ticks) read and did not find any errors in the logic of my code.
There may be something else to consider that I don’t know about.

Hi, did you set the same timezone for both charts?

Тут дело совсем не в часовом поясе.
Файл считывается (скачивается) за определённую дату:
public static string UrlBinance = “”;
string filelink = UrlBinance + SymbolBinance + “/” + SymbolBinance + “-aggTrades-” + datetimeNamefile + “.zip”;
Я проверял по количеству тиков и проверял общий объём считанных записей (тиков/сделок).
Ни один из дней не совпадает с графиками в терминале, хотя бывают совсем небольшие различия, вернее, они за каждый день небольшие, но они есть.
Файл считывается с агрегированными архивными тиками, согласно документации, которые агрегируются каждые 100 миллисекунд.

За этой проблемой давно наблюдаю, не менее года, но решения нет потомучто решить её, скорее всего, должны разработчики (программисты),

I found another serious glitch in the Binance archive:

  • On January 5th, there were two stops in the flow of ticks from Binance, first the flow of ticks stopped (server restart), then the flow of orders (order book).
    After the resumption of the flow of orders and ticks, a request is automatically made from the archive of ticks for the current date.

So here it is:

  • tick at 11:22:53.594 with id=1463113289
  1. In my tick database for the current date during trading there was a tick with a volume of 4.059 at a price of 2247.56.
  2. After the connection was broken and the flow of ticks was resumed from the Binance archive for the current date (01/05/2024), a tick with a volume of 4.060 was read at a price of 2247.56.

    image_2024-01-07_11-26-02 (2)
    image_2024-01-07_11-26-02 (3)

It is because of such glitches (errors during aggregation) that there is a discrepancy in volumes per trading day.
Moreover, one could assume that when aggregating ticks, there were several ticks in one group of ticks, but the fact of the matter is that idFirst = idLast (idFirst=3492106055 idLast=3492106055), which means there was only one tick in the group.

I ask Binance programmers to pay attention and change (correct) the aggregation logic and possible rounding of tick volumes.