Support Board
Date/Time: Thu, 16 Jan 2025 18:49:00 +0000
bitfinex market data/book feed changed radically
View Count: 1044
| [2017-11-12 23:40:13] |
| 4646ed - Posts: 230 |
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bitfinex market data/book feed changed radically this weekend: before it was showing market depth from at least several hundred to a thousand dollars below and above current market price. Now it shows market data about 25 above and 25 below. Even though BTCUSD is moving around a 1000 a day. to see the data over this small range eliminates the usefuless of having the data. Without expanding the zoom beyond practicality, figures in the DOM are squished together. here's a picture.
Date Time Of Last Edit: 2017-11-13 23:15:51
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 scrunched together.PNG / V - Attached On 2017-11-12 23:38:56 UTC - Size: 21.37 KB - 315 views |
| [2017-11-13 04:29:01] |
| 4646ed - Posts: 230 |
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any ideas? what's causing this? did the market depth data feed parameters change or did i mess up my chart settings somehow?
Date Time Of Last Edit: 2017-11-13 04:34:47
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| [2017-11-13 08:11:07] |
| 4646ed - Posts: 230 |
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I;ve gon through all the settings i can think of. Anyone have any ideas?
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| [2017-11-13 19:14:56] |
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You need to update to the current version of Sierra Chart: Software Download: Fast Update You need to use this setting to combine the market depth data into larger increments: Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu) Also we did not make any changes. There is a certain algorithm which is used to combine market depth data on our server into larger increments, but nothing has changed with that. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-11-13 19:16:19
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| [2017-11-13 23:14:09] |
| 4646ed - Posts: 230 |
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ok. That helped with the ratios -- but it still doesn't fix the depth of the book. Last week, and for the last 6 months I have been trading BTCUSD on bitfinex, I have had access to around a $1000 or more of book values -- 500 above and 500 below current price. Now there is only 25 above and 25 below. On their website they have a setting where you can change the granularity of the book from 1 to 10 to 100. Sierra Charts last week looked the same as if it was on a granularity of 10 -- but now it's on 1. Meaning only a small portion of the book is available/visible. Did bitfinex change the nature of the book data it sends to you? Or is there another setting that I dont know about. Date Time Of Last Edit: 2017-11-13 23:21:05
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| [2017-11-14 05:07:37] |
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We are working on new integration to this exchange. We are not willing to do any further work on the old integration now. They must have changed something on their side.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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