What are the known types of inconsistencies or errors in exchange data?
Is there a list somewhere, in ccxt or elsewhere, of know 'inconsistencies' in exchange data? I'm sure there are quite a few. Would save everyone a lot of time if they can read through the known ones instead of everyone having to discover them for themselves. I'm sure that which ones you run into depend on what you are doing with the data. I also imagine that if you put together a list of the top 5 or top 10, it might be a pretty good start, and others could add to it as they are discovered. You already mention a few of them in the docs that relate to how to make calls for exchange data.

Missing OHLCV/candle data
I just found, as expected, that there are gaps in the OHLCV data pulled from the exchanges. For example, in some cases there are hours of missing data between the 1m data points from heavily traded pairs where trades must certainly have been made. Re-downloading the data again produces the same result. Not sure what the origin of these is, eg whether trading was actually unavailable for that time or the data are just missing.

Thank you.