I’ve noticed Binance has added microseconds format for timestamps for the API as mentioned in the changelog but as per mentioned in that document it was expected to be OPT-IN, apparently it is not and historical archives from January 1st 2025 have their timestamp set as microseconds !
This introduced a whole class of bugs and complexity in our programs, please consider reverting this decision and re-upload fixed archives in historicals.
Hey,
As mentioned in the README file of the binance-public-data repository: The timestamp for SPOT Data from January 1st 2025 onwards will be in microseconds.
You will need to adjust your programs to microseconds.
Are you planning the same on futures?
I see, since historical data is an exact copy and archive of the current API data I expected them to be also opt-in for the new change as it is the case for the API, this seems very confusing and inconsistent, dismissing the fact that microseconds resolution for klines data is way overkill and unnecessary and it only adds to the storage space required.
Since there’s no mention of Microseconds added to the futures Changelog page, there shouldn’t be any changes to the futures data.