I downloaded a few years worth of four hour data from Binance recently, and noticed that the timestamp of the last item was not what I expected. I decided to go looking for the anomaly this morning, with 6000 observations to check. Anyway, it wasn’t too hard (modified binary search) and it turned out that three rows, two consecutive, one not, were missing. I’m guessing that the server was down during those periods, both were in 2018 when Binance had been operating for less than a year. Anyway it was fairly straightforward to get the prices for those periods from Poloniex. They should have been pretty close to Binance prices or someone would have grabbed an opportunity for arbitrage. I had to estimate the volumes, but three approximate values out of 6000 shouldn’t cause too many problems.