Stop-limit triggered even though historical 1 minute low is not low enough to trigger

Hi all,

Testing my workflow on the binance test-net - encountered something strange.

I am running a live trading algo to check the workflow. My live trader created an OCO order for bitcoin, and the stop sell triggered at a price (27341.2 USD) at 2023-05-18 at 00:08:18 UTC.

However, when I get the historical 1 minute candles directly from the binance API, I find that the low for that minute candle does not in fact reach the price of 27341.2, but rather 27388.0.

Can anyone explain to me why this might be happening? I thought the whole point of placing sell orders this way was so that the order only gets triggered if the market price reaches the trigger price, which it did not?

Is this an error (and dare I ask, a regular one) in binance’s historical candles? Do they just not save at a high enough resolution to capture the true highs and lows?

Thanks, everyone.


When you say you got the historical 1 minute candles “directly from the binance API”, was it from the Testnet API or the regular API? Reason being the prices are not always 1:1 between the testnet and the live market.

1 Like

You got it - there was a discrepancy in one of the parallel-running files which was getting 1 minute data, and it was still connecting to live market. Appreciate it!