Hi, I got almost 8 years of BTC/USD data with 1 min resolution. The problem is there are plenty of instances where there are no trades made in any given minute. Especially in the beginning, which in my case is the year 2011.
I took this data set through Python's pandas library and forward filled the missing entries, ie filled all missing minutes with the data from the last minute where data was available. (See screenshots)

Is it a correct approach or I should have kept the missing entries empty as the reality of that moment? What is the correct way of dealing with these cases re backtesting?

Thanks

Better remove all NaN quotes out of the history. Very old BTC data is anyway not well suited for backtests due to the low volume. Only after 2016 BTC backtests became meaningful.

Got it, thanks