Hey folks, I’m downloading book ticker from finance data collection(more specific: Binance Data Collection)
I found out that there are some large gaps in the book ticker data, for example, for data points:
2851422961262,62.75000000,41.40000000,62.76000000,29.20000000,1684273439177,1684273439182
2852904633070,62.44000000,14.90000000,62.45000000,8.20000000, 1684313183000,1684313183005,
which are next to each other, but separated by a 39743 seconds gap. It seem make no sense that there is a half day pause on this trading, but it’s hard to verify what happened on that day(May 17, 2023). I have no idea how to figure this issue .Appreciate any comments.