{ "updated_at_utc": "2026-07-05T20:30:29.456214+00:00", "dataset": "SemantaAI/semantaai-crypto_assets", "canonical_path": "eml/gold/arbitrage/triangular_arbitrage_gold.parquet", "row_count": 35229310, "extension_rows": 34971482, "start_timestamp_ms": 1502942400000, "end_timestamp_ms": 1782863940000, "start_timestamp": "2017-08-17T04:00:00Z", "end_timestamp": "2026-06-30T23:59:00Z", "exchanges": [ "binance", "bybit" ], "triangles": [ "ADA_USDT_BTC", "BNB_USDT_BTC", "BNB_USDT_ETH", "ETH_USDT_BTC", "LINK_USDT_BTC", "LTC_USDT_BTC", "SOL_USDT_BTC", "SOL_USDT_ETH", "XRP_USDT_BTC", "XRP_USDT_ETH" ], "source_symbol_coverage_tail_2025_2026": [ { "symbol": "BNBBTC", "rows": 786240, "missing_files": 0 }, { "symbol": "BNBETH", "rows": 786240, "missing_files": 0 }, { "symbol": "BNBUSDT", "rows": 786240, "missing_files": 0 }, { "symbol": "BTCUSDT", "rows": 786240, "missing_files": 0 }, { "symbol": "ETHBTC", "rows": 786240, "missing_files": 0 }, { "symbol": "ETHUSDT", "rows": 786240, "missing_files": 0 }, { "symbol": "SOLBTC", "rows": 786240, "missing_files": 0 }, { "symbol": "SOLETH", "rows": 786240, "missing_files": 0 }, { "symbol": "SOLUSDT", "rows": 786240, "missing_files": 0 }, { "symbol": "XRPBTC", "rows": 786240, "missing_files": 0 }, { "symbol": "XRPETH", "rows": 786240, "missing_files": 0 }, { "symbol": "XRPUSDT", "rows": 786240, "missing_files": 0 } ], "triangle_extension_rows_from_2021_09_27": [ { "triangle_id": "BNB_USDT_BTC", "extension_rows": 5003208 }, { "triangle_id": "BNB_USDT_ETH", "extension_rows": 5003208 }, { "triangle_id": "ETH_USDT_BTC", "extension_rows": 5003208 }, { "triangle_id": "SOL_USDT_BTC", "extension_rows": 5003206 }, { "triangle_id": "SOL_USDT_ETH", "extension_rows": 4952236 }, { "triangle_id": "XRP_USDT_BTC", "extension_rows": 5003208 }, { "triangle_id": "XRP_USDT_ETH", "extension_rows": 5003208 } ], "missing_pairs": [], "missing_exchanges": [ { "exchange": "bybit", "market_type": "spot", "reason": "complete historical public spot kline/bookTicker archive not integrated; no missing pairs invented for Bybit extension" } ], "source_missing_files_count": 0, "missing_intervals": [ { "exchange": "binance", "triangle_id": "ADA_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1523937600000, "last_timestamp_ms": 1548810300000, "rows": 39736, "expected_1m_rows": 414546, "missing_1m_intervals": 374810 }, { "exchange": "binance", "triangle_id": "ADA_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1523941800000, "last_timestamp_ms": 1548811200000, "rows": 42819, "expected_1m_rows": 414491, "missing_1m_intervals": 371672 }, { "exchange": "binance", "triangle_id": "BNB_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1509940500000, "last_timestamp_ms": 1782863940000, "rows": 2516380, "expected_1m_rows": 4548725, "missing_1m_intervals": 2032345 }, { "exchange": "binance", "triangle_id": "BNB_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1509940200000, "last_timestamp_ms": 1782863940000, "rows": 2518828, "expected_1m_rows": 4548730, "missing_1m_intervals": 2029902 }, { "exchange": "binance", "triangle_id": "BNB_USDT_ETH", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "BNB_USDT_ETH", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "ETH_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1502942400000, "last_timestamp_ms": 1782863940000, "rows": 2552854, "expected_1m_rows": 4665360, "missing_1m_intervals": 2112506 }, { "exchange": "binance", "triangle_id": "ETH_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1502942700000, "last_timestamp_ms": 1782863940000, "rows": 2549698, "expected_1m_rows": 4665355, "missing_1m_intervals": 2115657 }, { "exchange": "binance", "triangle_id": "LINK_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1547632800000, "last_timestamp_ms": 1548810600000, "rows": 1912, "expected_1m_rows": 19631, "missing_1m_intervals": 17719 }, { "exchange": "binance", "triangle_id": "LINK_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1547633100000, "last_timestamp_ms": 1548811200000, "rows": 2017, "expected_1m_rows": 19636, "missing_1m_intervals": 17619 }, { "exchange": "binance", "triangle_id": "LTC_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1513136100000, "last_timestamp_ms": 1517946300000, "rows": 7532, "expected_1m_rows": 80171, "missing_1m_intervals": 72639 }, { "exchange": "binance", "triangle_id": "LTC_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1513135800000, "last_timestamp_ms": 1517946600000, "rows": 8468, "expected_1m_rows": 80181, "missing_1m_intervals": 71713 }, { "exchange": "binance", "triangle_id": "SOL_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501603, "expected_1m_rows": 2501804, "missing_1m_intervals": 201 }, { "exchange": "binance", "triangle_id": "SOL_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501603, "expected_1m_rows": 2501804, "missing_1m_intervals": 201 }, { "exchange": "binance", "triangle_id": "SOL_USDT_ETH", "direction": "forward", "first_timestamp_ms": 1634292000000, "last_timestamp_ms": 1782863940000, "rows": 2476118, "expected_1m_rows": 2476200, "missing_1m_intervals": 82 }, { "exchange": "binance", "triangle_id": "SOL_USDT_ETH", "direction": "reverse", "first_timestamp_ms": 1634292000000, "last_timestamp_ms": 1782863940000, "rows": 2476118, "expected_1m_rows": 2476200, "missing_1m_intervals": 82 }, { "exchange": "binance", "triangle_id": "XRP_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "XRP_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "XRP_USDT_ETH", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "XRP_USDT_ETH", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "bybit", "triangle_id": "ETH_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1627956000000, "last_timestamp_ms": 1632755100000, "rows": 8863, "expected_1m_rows": 79986, "missing_1m_intervals": 71123 }, { "exchange": "bybit", "triangle_id": "ETH_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1627956300000, "last_timestamp_ms": 1632755700000, "rows": 7137, "expected_1m_rows": 79991, "missing_1m_intervals": 72854 }, { "exchange": "bybit", "triangle_id": "XRP_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1628697600000, "last_timestamp_ms": 1631096400000, "rows": 3835, "expected_1m_rows": 39981, "missing_1m_intervals": 36146 }, { "exchange": "bybit", "triangle_id": "XRP_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1628706300000, "last_timestamp_ms": 1631097300000, "rows": 4165, "expected_1m_rows": 39851, "missing_1m_intervals": 35686 } ], "missing_intervals_total": 9434157, "extension_missing_intervals": [ { "exchange": "binance", "triangle_id": "BNB_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "BNB_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "BNB_USDT_ETH", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "BNB_USDT_ETH", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "ETH_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "ETH_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "SOL_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501603, "expected_1m_rows": 2501804, "missing_1m_intervals": 201 }, { "exchange": "binance", "triangle_id": "SOL_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501603, "expected_1m_rows": 2501804, "missing_1m_intervals": 201 }, { "exchange": "binance", "triangle_id": "SOL_USDT_ETH", "direction": "forward", "first_timestamp_ms": 1634292000000, "last_timestamp_ms": 1782863940000, "rows": 2476118, "expected_1m_rows": 2476200, "missing_1m_intervals": 82 }, { "exchange": "binance", "triangle_id": "SOL_USDT_ETH", "direction": "reverse", "first_timestamp_ms": 1634292000000, "last_timestamp_ms": 1782863940000, "rows": 2476118, "expected_1m_rows": 2476200, "missing_1m_intervals": 82 }, { "exchange": "binance", "triangle_id": "XRP_USDT_BTC", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "XRP_USDT_BTC", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "XRP_USDT_ETH", "direction": "forward", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 }, { "exchange": "binance", "triangle_id": "XRP_USDT_ETH", "direction": "reverse", "first_timestamp_ms": 1632755760000, "last_timestamp_ms": 1782863940000, "rows": 2501604, "expected_1m_rows": 2501804, "missing_1m_intervals": 200 } ], "extension_missing_intervals_total": 2566, "duplicate_timestamps": 0, "duplicate_rows_for_exchange_triangle_direction_timestamp": 0, "stale_quote_count": 0, "stale_quote_note": "No historical bid/ask quote archive was available; generated extension rows use close/mid proxy and are not executable.", "execution_grade_counts": { "C_close_mid_only_missing_bid_ask_depth": 34971482, "research_only_missing_bid_ask_depth": 257828 }, "executable_row_count": 0, "research_only_row_count": 35229310, "max_net_edge_pct": 0.14154552030089684, "average_net_edge_pct_positive_rows": 0.0032914223297292357, "top_triangles_by_opportunity_count": [ { "exchange": "binance", "triangle_id": "ETH_USDT_BTC", "direction": "forward", "positive_net_edge_count": 8236 }, { "exchange": "binance", "triangle_id": "ETH_USDT_BTC", "direction": "reverse", "positive_net_edge_count": 7103 }, { "exchange": "binance", "triangle_id": "BNB_USDT_BTC", "direction": "reverse", "positive_net_edge_count": 5998 }, { "exchange": "binance", "triangle_id": "BNB_USDT_BTC", "direction": "forward", "positive_net_edge_count": 5444 }, { "exchange": "binance", "triangle_id": "LTC_USDT_BTC", "direction": "reverse", "positive_net_edge_count": 2046 }, { "exchange": "binance", "triangle_id": "LTC_USDT_BTC", "direction": "forward", "positive_net_edge_count": 1674 }, { "exchange": "binance", "triangle_id": "SOL_USDT_ETH", "direction": "forward", "positive_net_edge_count": 1241 }, { "exchange": "binance", "triangle_id": "SOL_USDT_ETH", "direction": "reverse", "positive_net_edge_count": 1207 }, { "exchange": "binance", "triangle_id": "ADA_USDT_BTC", "direction": "reverse", "positive_net_edge_count": 520 }, { "exchange": "binance", "triangle_id": "ADA_USDT_BTC", "direction": "forward", "positive_net_edge_count": 465 }, { "exchange": "binance", "triangle_id": "LINK_USDT_BTC", "direction": "reverse", "positive_net_edge_count": 364 }, { "exchange": "binance", "triangle_id": "XRP_USDT_ETH", "direction": "forward", "positive_net_edge_count": 364 }, { "exchange": "binance", "triangle_id": "LINK_USDT_BTC", "direction": "forward", "positive_net_edge_count": 355 }, { "exchange": "bybit", "triangle_id": "XRP_USDT_BTC", "direction": "reverse", "positive_net_edge_count": 353 }, { "exchange": "bybit", "triangle_id": "ETH_USDT_BTC", "direction": "reverse", "positive_net_edge_count": 318 }, { "exchange": "binance", "triangle_id": "XRP_USDT_ETH", "direction": "reverse", "positive_net_edge_count": 252 }, { "exchange": "bybit", "triangle_id": "XRP_USDT_BTC", "direction": "forward", "positive_net_edge_count": 142 }, { "exchange": "bybit", "triangle_id": "ETH_USDT_BTC", "direction": "forward", "positive_net_edge_count": 112 }, { "exchange": "binance", "triangle_id": "SOL_USDT_BTC", "direction": "forward", "positive_net_edge_count": 54 }, { "exchange": "binance", "triangle_id": "SOL_USDT_BTC", "direction": "reverse", "positive_net_edge_count": 52 } ], "coverage_through_2026_06_30": true, "price_source": "Binance public spot 1m klines close price from data.binance.vision", "bid_ask_source_status": "historical bookTicker/bid-ask archive checked and unavailable for this range; no synthetic bid/ask generated", "calculation_logic": "Forward/reverse cycle uses close/mid proxy because historical executable bid/ask is unavailable. executable=false and research_only=true for extension rows." }