{
  "id": 286095,
  "title": "The first minute of every month is missing.",
  "url": "/competitions/g-research-crypto-forecasting/discussion/286095",
  "author_name": "",
  "post_date": "2021-11-08T00:31:42.825565700Z",
  "votes": 24,
  "comment_count": 1,
  "views": 0,
  "content": "<p>I created <a href=\"https://www.kaggle.com/brandenkmurray/missing-first-minute-of-each-month\" target=\"_blank\">this notebook</a> this notebook to demonstrate what I mean.</p>\n<p>In short, the first minute of every month is missing so the Targets 1 minute and 16 minutes before it should be NaN because there is no Close price to calculate the return, yet they have values calculated for them. So are the Targets in these cases being calculated on data we cannot see, or is it being calculated based on the wrong timestamp?</p>",
  "messages": [
    {
      "id": "1574865",
      "postDate": "11/08/2021 00:31:42",
      "content": "<p>I created <a href=\"https://www.kaggle.com/brandenkmurray/missing-first-minute-of-each-month\" target=\"_blank\">this notebook</a> this notebook to demonstrate what I mean.</p>\n<p>In short, the first minute of every month is missing so the Targets 1 minute and 16 minutes before it should be NaN because there is no Close price to calculate the return, yet they have values calculated for them. So are the Targets in these cases being calculated on data we cannot see, or is it being calculated based on the wrong timestamp?</p>",
      "rawMarkdown": "I created [this notebook](https://www.kaggle.com/brandenkmurray/missing-first-minute-of-each-month) this notebook to demonstrate what I mean.\n\nIn short, the first minute of every month is missing so the Targets 1 minute and 16 minutes before it should be NaN because there is no Close price to calculate the return, yet they have values calculated for them. So are the Targets in these cases being calculated on data we cannot see, or is it being calculated based on the wrong timestamp?",
      "votes": null
    },
    {
      "id": "1575285",
      "postDate": "11/08/2021 09:52:30",
      "content": "<p>Found the same :) my hypothesis is that they calculate target on different data, probably raw ticks or seconds. And then aggregate. Missing first minute of month is bug in the aggregation script. If it is so, Target is also aggregated. So our attempts to recreated Target based on per-minute data will fail. </p>",
      "rawMarkdown": "Found the same :) my hypothesis is that they calculate target on different data, probably raw ticks or seconds. And then aggregate. Missing first minute of month is bug in the aggregation script. If it is so, Target is also aggregated. So our attempts to recreated Target based on per-minute data will fail.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 1575285,
      "author_name": "alexfir",
      "author_url": "",
      "post_date": "11/08/2021 09:52:30",
      "content": "<p>Found the same :) my hypothesis is that they calculate target on different data, probably raw ticks or seconds. And then aggregate. Missing first minute of month is bug in the aggregation script. If it is so, Target is also aggregated. So our attempts to recreated Target based on per-minute data will fail. </p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "1574865": "I created [this notebook](https://www.kaggle.com/brandenkmurray/missing-first-minute-of-each-month) this notebook to demonstrate what I mean.\n\nIn short, the first minute of every month is missing so the Targets 1 minute and 16 minutes before it should be NaN because there is no Close price to calculate the return, yet they have values calculated for them. So are the Targets in these cases being calculated on data we cannot see, or is it being calculated based on the wrong timestamp?",
    "1575285": "Found the same :) my hypothesis is that they calculate target on different data, probably raw ticks or seconds. And then aggregate. Missing first minute of month is bug in the aggregation script. If it is so, Target is also aggregated. So our attempts to recreated Target based on per-minute data will fail."
  },
  "source": "meta"
}