US500 H1 Data Quality Report

Generated 2026-11-01 · 41,752 rows · 2019.07.16 → 2026.10.09

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Summary

Rows

41,752

Critical issues

Warnings

Largest gap

15h

Zero volume

0.00%

Zero spread

0.00%

Checks

Check	Count	Status
Duplicate timestamps	0	Pass
Out-of-order timestamps	0	Pass
OHLC integrity violations	0	Pass
Zero or negative prices	0	Pass
Gaps > 2× timeframe (<24h)	662	Warning
Extreme log returns	0	Pass
Zero/missing volume	0	Pass
Zero/missing spread	1	Warning
Negative spread	0	Pass
Flat bars (O=H=L=C)	3	Warning
Invalid weekend bars	587	Warning

Issues

Severity	Check	Count	Message
Warning	gaps	662	Gap greater than 2x timeframe and under 24h
Warning	zero_spread	1	Zero or missing spread
Info	flat_bars	3	Open=High=Low=Close
Warning	weekend_bars	587	Invalid weekend bars for this asset class

How to Use This Report

A high score does not guarantee profitable backtests. It means the file is structurally clean enough to inspect. A low score is not automatically a rejection: legacy forex exports often have zero volume and spread, which is acceptable for price-only research but not for spread-sensitive strategies.

Always check the largest gap, duplicate count, OHLC violations and weekend bars before training a model. For ML, use the ML-ready datasets; for a custom date range, use the Custom Data Builder.

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