Our liquidations data from Binance for an approximately four month window is underreported due to a breaking change that was made to the Binance API on 2021-04-27. Prior to this date, Binance had reported every single liquidation. Our liquidations table was using the “last filled quantity” (and price), which was appropriate when all liquidations were reported. However, the change they implemented rendered their API to only report the latest liquidation within the last 1,000ms. As a result, our scrapers logic no longer fully captures every liquidation. We implemented a change to our scrapers on 2021-08-31. Rather than using the “last filled quantity” (and price), we will be using the total quantity of the liquidated orders that happened in that 1000ms interval (and the average price of that interval). Unfortunately, all liquidations data that was captured between 2021-05-11 and 2021-08-31 will remain underreported and there is no way for us to recover the data, as Binance does not permit the collection of historical liquidations. However, all liquidations that occurred before 2021-04-27 are still accurate.