{ "artifact_version": 1, "issue": 409, "reviewed_on": "2026-09-27", "status": "blocked", "admitted_source": null, "contract": { "venue": "one named spot venue, consistent with the canonical production BTC/USD contract", "pairs": ["BTC/USD", "XBT/USD"], "cadence": "hourly", "timezone": "UTC", "target_start_inclusive": "2023-01-01T00:00:00Z", "target_end_exclusive": "2026-09-01T00:00:00Z", "target_hours": 32136, "warmup_start_inclusive": "2022-07-05T00:00:00Z", "warmup_end_exclusive": "2023-01-01T00:00:00Z", "warmup_hours": 4320, "row_provenance": [ "exact candle close timestamp", "first-publication/availability timestamp no later than candle close", "original revision-0 record with revision history establishing its original status", "venue and exact fiat-USD spot pair identity" ], "license": "explicitly authorized research storage and use, including required retention" }, "comparison": [ { "channel": "Kaiko historical data and cloud/API delivery", "public_evidence": "Documentation describes centralized spot trade aggregations including OHLCV, instrument and exchange reference data, and a data-versioning feature.", "source_urls": [ "https://docs.kaiko.com/rest-api/cefi-spot-market-data/trade-aggregations/trade-count-ohlcv-and-vwap.md", "https://docs.kaiko.com/rest-api/general/getting-started/data-versioning.md", "https://docs.kaiko.com/rest-api/reference-data/exchange-trading-pair-codes-instruments.md", "https://docs.kaiko.com/cloud-delivery/general/readme.md" ], "venue_pair": "Potentially selectable by instrument; exact BTC/USD or XBT/USD instrument and eligible venue not verified against entitlement/catalog.", "hourly_utc_and_coverage": "OHLCV endpoint exists; exact hourly UTC coverage for the full target plus warm-up has not been verified.", "first_publication_and_revision_0": "Versioning documentation exists, but evidence that the export supplies each candle's first-publication timestamp and original revision-0 value with history is not established.", "license_retention": "Not established; signed terms and research storage/retention rights not obtained.", "acquisition": "Documented API/cloud delivery channel; dataset-specific acquisition method and original-file export not confirmed.", "cost_contract": "Quote, commercial terms, contract, and budget not obtained.", "decision": "Not admitted; documentation supports further diligence only." }, { "channel": "Coin Metrics Market Data Feed", "public_evidence": "Documentation describes venue-specific market candles, hourly frequency, UTC timestamps, coverage discovery, and historical API access. It says candles are derived from collected trades and recent candles are recalculated over a rolling window; finalized candles replace initial realtime values.", "source_urls": [ "https://gitbook-docs.coinmetrics.io/market-data/market-data-overview.md", "https://gitbook-docs.coinmetrics.io/market-data/market-data-overview/market-candles.md", "https://gitbook-docs.coinmetrics.io/access-our-data.md" ], "venue_pair": "Market identifiers can represent a specific venue and spot pair (example in docs: coinbase-btc-usd-spot); required production venue/pair availability is unverified.", "hourly_utc_and_coverage": "1h candles and UTC timestamps are documented. Coverage is venue-specific and must be checked via entitlement/catalog; required full interval is not verified.", "first_publication_and_revision_0": "Fails evidence threshold as documented: recent recalculation is described, but per-candle first-publication timestamp and recoverable original revision-0 values/history are not documented.", "license_retention": "Not established; applicable research storage, use, and retention license not obtained.", "acquisition": "Historical HTTP API and realtime websocket documented; contract-authorized historical export/acquisition not obtained.", "cost_contract": "Subscription/quote and contract terms not obtained.", "decision": "Not admitted; documented candle recalculation alone does not establish revision-0 eligibility." }, { "channel": "CoinAPI Flat Files / Market Data API", "public_evidence": "Public product documentation describes Flat Files as bulk historical data for backtesting, ML training, or audits, and the Market Data API as historical and realtime crypto market data.", "source_urls": [ "https://docs.coinapi.io/", "https://docs.coinapi.io/products/market-data-api/docs", "https://docs.coinapi.io/products/flat-files/docs" ], "venue_pair": "Exact venue and BTC/USD or XBT/USD spot market support not verified from public product landing documentation.", "hourly_utc_and_coverage": "Historical bulk product is described; exact hourly UTC coverage for the required venue and full interval is not verified.", "first_publication_and_revision_0": "Not established in public documentation reviewed; no verified per-candle first-publication timestamp or original revision-0 history.", "license_retention": "Not established; applicable license, storage and retention rights not obtained.", "acquisition": "Bulk Flat Files are publicly described; exact eligible data product and delivery specification not verified.", "cost_contract": "Quote, contract, and budget not obtained.", "decision": "Not admitted; requires product-specific written provenance, coverage, and license evidence." }, { "channel": "Amberdata historical spot OHLCV API / batch API", "public_evidence": "Documentation describes historical spot OHLCV and batch endpoints, hourly granularity, quote-denominated price/base-denominated volume, and a published exchange/dataset coverage table. The table lists Kraken spot OHLCV from 2016-07-19 and Bitstamp spot OHLCV from 2011-08-18.", "source_urls": [ "https://docs.amberdata.io/data-dictionary/market/ohlcv", "https://docs.amberdata.io/data-dictionary/coverage/coverage-market", "https://docs.amberdata.io/http/market/spot-ohlcv.md", "https://docs.amberdata.io/http/market/spot-batch-ohlcv.md" ], "venue_pair": "Coverage lists venues and OHLCV start dates but does not establish exact eligible Kraken XBT/USD or Bitstamp BTC/USD instrument coverage for this contract; pair-level entitlement unverified.", "hourly_utc_and_coverage": "Hourly granularity is documented and some listed OHLCV history begins before the required interval; exact instrument rows, interval completeness, and UTC candle semantics are not verified.", "first_publication_and_revision_0": "Not established in reviewed documentation; no verified first-publication field or revision-0 history.", "license_retention": "Not established; research storage/use and retention terms not obtained.", "acquisition": "Historical and batch HTTP API delivery documented; authorized export and original source-file retention not confirmed.", "cost_contract": "Quote, contract, and budget not obtained.", "decision": "Not admitted; documented data coverage and cadence do not satisfy vintage/provenance evidence." }, { "channel": "Direct Kraken public OHLC endpoint/archive", "public_evidence": "Existing repository audit cites Kraken's OHLC endpoint documentation: at most 720 recent entries, older data cannot be retrieved, and the response includes the current uncommitted interval.", "source_urls": [ "https://docs.kraken.com/api/docs/rest-api/get-ohlc-data/", "docs/research/ISSUE_397_PIT_BTCUSD_CORPUS.md" ], "venue_pair": "Kraken XBT/USD may match the venue/pair identity, but exact requisite historical records are unavailable through this endpoint.", "hourly_utc_and_coverage": "Hourly endpoint is bounded to recent records, far short of target plus 180-day warm-up.", "first_publication_and_revision_0": "Endpoint does not document first-publication timestamps or revision history; not established.", "license_retention": "No archival/research license or retention terms established for a historical licensed export.", "acquisition": "Public API only; no distinct authorized archival export identified in this review.", "cost_contract": "No archive quote or contract identified; no provider contacted.", "decision": "Rejected as documented public endpoint; a separate authorized venue archive would require independent evidence." } ], "procurement": { "decision": "No purchase, provider contact, or approval. No candidate is admitted based on public documentation alone.", "responsible_role": "Project owner/budget authority; no individual is assigned or named by this audit.", "authorization_gate": "Before any provider inquiry is submitted, the project owner/budget authority must record written authorization for the procurement evaluation and acceptable spend/contract boundaries. This authorization permits inquiry only; purchase, account creation, paid access, and data acquisition require their own explicit approval under the resulting terms.", "first_inquiry": { "provider": "Kaiko", "channel": "Official Contact page inquiry form (Kaiko says to describe requirements there for a custom price quote).", "url": "https://www.kaiko.com/contact-kaiko", "public_source": "https://www.kaiko.com/contact", "product_context": "CeFi spot count/OHLCV aggregation API for Kraken XBT/USD; ask about a licensed bulk/original export only if available. The endpoint is a candidate channel, not evidence of eligibility.", "submission_status": "not_sent", "submission_date": null, "response_status": "not_requested", "response_date": null, "response_record_location": "If authorized and submitted later, record submission date, exact specification sent, provider response date/status, and evidence link or a sanitized response summary here. Until then, preserve submission_status=not_sent and response_status=not_requested; if sent with no reply, set response_status=no_response and record the follow-up/check date without implying provider refusal." }, "inquiry_specification": { "text_to_send_after_authorization": "We are evaluating a research-only BTC/USD historical corpus. Please confirm whether you can supply one named spot venue only: Kraken XBT/USD (do not combine with another venue), hourly UTC OHLCV for target [2023-01-01T00:00:00Z, 2026-09-01T00:00:00Z) and contiguous warm-up [2022-07-05T00:00:00Z, 2023-01-01T00:00:00Z), totaling 32,136 target hours and 4,320 warm-up hours. For the exact original candle records, can you provide candle interval/close timestamp, the timestamp each record was first published/available (and confirm it is no later than the close), immutable original revision-0 values, and revision/change history sufficient to distinguish revision 0 from later corrections? Please state completeness/gap reporting and exact venue/instrument identifiers. Please provide the applicable research storage/use and retention license terms, restrictions on retained source files, acquisition/delivery method, quote and contract dependencies, and an authorized sample/schema demonstrating these fields. If any requested field, coverage, venue/pair, vintage, license, or retention right is unavailable, please identify it explicitly as unavailable; do not substitute another venue or quote asset.", "required_questions": [ "Can you supply Kraken spot XBT/USD alone, without venue aggregation or stitching?", "Can you supply every hourly UTC candle for both exact half-open intervals, with a coverage/gap report and the exact instrument identifier?", "Does each row expose candle close and that record's first publication/availability time, and can you confirm first availability is no later than candle close?", "Can you deliver the original revision-0 value plus revision history/change records so the initially available value is distinguishable from later corrections?", "What written license allows this research storage/use and how long may original files be retained? What redistribution, derived-output, or deletion conditions apply?", "What authorized sample/schema, original-file delivery method, one-time/recurring cost, quote validity, and contract/approval requirements apply?" ], "fallback_if_unavailable": "Record the specific constraint as unavailable and keep the source inadmissible. Any different venue would be a separately reviewed single-venue proposal and must not be spliced into Kraken history or silently substituted." }, "not_obtained": [ "provider quotes or negotiated cost", "signed contract and research-use/storage/retention license", "authorized sample schema or sample rows", "entitlement-level pair coverage and complete interval report", "evidence that every candle has first-publication time and original revision-0 value/history" ] }, "reproducible_next_action": [ "Responsible role: the project owner/budget authority (not named by this audit) must first record written authorization for provider inquiry and acceptable spend/contract boundaries. No inquiry or purchase is authorized by this document; paid access, purchase, account creation, and acquisition require separate explicit approval.", "First inquiry after that gate: submit the exact inquiry_specification.text_to_send_after_authorization through Kaiko's official Contact form at https://www.kaiko.com/contact-kaiko. Kaiko's official https://www.kaiko.com/contact page describes that channel as a way to provide requirements for a custom quote. The proposed first instrument is Kraken XBT/USD only; the channel is not evidence of coverage or eligibility.", "Record the exact text and submission date in procurement.first_inquiry. Before submission, status remains submission_status=not_sent and response_status=not_requested. If submitted but no response is received, record response_status=no_response and a dated follow-up/check; do not describe silence as refusal or approval. Link or summarize any response without secrets or licensed samples.", "Require written answers and an authorized sample/schema for exact candle close, first-publication timestamp no later than close, original revision-0 values plus revision history, venue/pair, contiguous full coverage, and research storage/use/retention terms. Mark each unanswered or unavailable item unknown/unavailable; do not infer it.", "Only after authorized approval/access, preserve provider originals, applicable terms, acquisition method/time, and SHA-256 manifest under .state/research/canonical-benchmark/; create a sanitized manifest and run the canonical audit documented in docs/research/ISSUE_397_PIT_BTCUSD_CORPUS.md.", "Admit only if the unchanged canonical audit passes all 32,136 target and 4,320 warm-up hours with exact venue/pair and point-in-time fields. Otherwise retain blocked status and record the failing evidence." ], "prohibited_substitutions": [ "BTCUSDT or any non-fiat-USD quote pair", "mixed venues", "latest revised retrospective history represented as original vintage", "inferred publication times or revisions", "partial coverage or relaxed audit gates" ] }