In cross-venue research, “same second” does not mean the same point in time. If you truncate millisecond-level events into second-level timestamps, events that occur after the decision can end up in the same second bucket.
What was the actual problem?
Initial H2 audit reveals Binance's historical quote selection second_tswas used, and in 51 of 60 decisions in the actual source line reconstruction, the selection candidate's event_tswas recorded decision_tsIt was later than that. seconds in the same query created_atwas not caught as being later than the decision.
decision 03:52:08.000
event 03:52:08.346
second 03:52:08At second-level precision, the event appears to be in the past. At millisecond precision, it actually occurred after the decision.
Why is this important?
If post-decision Binance information leaks into a feature treated as “past” data, a Korea-before-Binance lead-lag signal can be manufactured by the timestamp error itself.
Corrections and limitations
The successor design, V3R2, separates event ordering, first-seen availability, and endpoint identity more strictly. Any portion of the upstream raw lineage that still cannot be fully reconstructed remains explicitly UNKNOWN.
Why a backtest can look brilliant for the wrong reason | Future data invalidates the result
Watch the Short for the core idea, then use this article for the timestamp example, validation logic, and remaining limitations.
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