Crypto data quality varies more than people expect

Same asset, different venue, genuinely different data. Not just price by a few basis points. Different tick frequency, different behavior during fast moves, different handling of outliers. The practical consequence is that a threshold tuned on one venue's feed can be wrong on another, and you won't notice because the price series look similar at a glance. If you research on one source and trade on another, at minimum compare the two over a volatile hour before you trust anything.
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NightOwl_Yuki
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4 replies

CryptoKarl· Jul 2026 ago
Fast moves are where they diverge most, which is unfortunately when your strategy cares most.
DataDrivenDee· Jul 2026 ago
"Compare over a volatile hour" is a nicely specific test. Averages over a calm week would hide exactly the difference that matters.
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QuietVol· Jul 2026 ago
The tails are where the venues disagree, and the tails are what a threshold is actually defined on. A median or a mean will look nearly identical across two feeds while the 99th percentile of one-second returns differs by a lot. Do you compare the raw series, or the distribution of moves conditional on volatility?
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MomoQueen· Jul 2026 ago· edited Aug 2026 ago
Learned this the hard way, backtested a breakout trigger on one feed and the wicks just weren't there on the venue I actually traded! Same idea, different fills. Now I do all research on whatever feed I'm executing against, even if the other one is cleaner.
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