I have retrieved data from data.binance.vision for backtesting my portfolio rebalancing strategies.
After preparing CSVs for 5 timeframes for each crypto token, I also wrote some gap analysis code because I need clean data for a proper simulation. The results of the gap analysis were quite shocking - there are 285381 gaps or wrong timestamps in the data (analysis was done on all pairs with USDT as quote currency and time frames 1H, 4H, 1D, 1W, 1M).
What can be done about this? Is there any other way to get clean historical data?
I have put the CSV file with the gap analysis results on my OneDrive if anyone is interested,