I am working with 5 min historical data, using “client.get_klines(symbol=‘BTCUSDT’, interval=‘5m’)”.
I found many differences between the API historical data and live data from the chart in Binaces website.
For example: on timestamp 1651445700000
- API historical data: Open:38272.72 High:38418.36 Low:38205.68 Close:38297.22
- Binace sport chart: Open:38272.71 High:38441.68 Low:38205.67 Close:38306.65
This is one example and there are many like this and even worse.
Spot, USD-M or COIN-M market?
The data you provided comes from the testnet environment. The testnet is not a copy of the real trading market, and values may be different.
Can some one elaborate a bit more what the testnet data then is. It is needed to understand how my tests are going to understand why how the test data is compiled.
Test data is generated from trades happening on the test environment. These trades are irrespective from production trades and should not be assumed to match production at any point.