Data Gap Handling | 0xArchive Docs

Detect

Use these routes to confirm whether a missing window is expected, degraded, or actually broken.

Route

Check a symbol window and see whether 0xArchive has already detected missing data.

Route

See whether the missing window lines up with a known incident before you assume bad ingest.

Route

Use system health to separate venue-wide lag from a symbol-specific problem.

Route

Read lag in milliseconds and decide whether the stream is still usable right now.

Read the normal cadence for each data type before you call a quiet window a gap.

Data type	Gap threshold	Reason
Orderbook	2 minutes	Historical books should update far more often than this.
OI / Funding	2 minutes	These series normally refresh around once per minute.
Trades	60 minutes	Low-volume symbols can still have natural quiet periods.
Candles	2 minutes	Candles roll from trades and should appear on time.
Liquidations	60 minutes	Liquidations are event-driven and naturally sparse.

Detect the gap, classify the cause, then decide whether to skip, retry, or annotate the window.

Use coverage, incidents, freshness, or replay gap events to confirm the missing window is real.

Separate known incidents and natural quiet periods from actual continuity failures.

Retry later, skip the window, or annotate the gap before the data reaches backtests or monitors.

Run these checks before the gap reaches monitors, alerts, or backtests.

Incidents first

Known incidents are the fastest way to separate broken ingest from expected venue trouble.

Cadence

Coverage tells you the usual update interval, which is better than guessing from one quiet window.

Backtests

Query coverage before the backtest starts so you can skip or mark bad windows up front.

Replay

Replay gap events belong in the same recovery path as the replay data itself.

Completeness

Sparse trades can still be valid. Do not treat every quiet series as broken.