Support Board
Date/Time: Sun, 02 Feb 2025 12:44:01 +0000
[Programming Help] - Bitmex bid ask spread data inconsistent with trades
View Count: 654
| [2019-08-30 20:42:14] |
| User218474 - Posts: 8 |
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When I’m backtesting, the book is showing a specific bid-ask spread, but trades are occurring completely out of this range. This is a common occurrence, and is affecting both backtesting and execution. The trade data itself is correct, but the bid-ask spread for the book is wrong, which is why the parts of the strategies based on the bid-ask spread do not function properly. Is there anything I can try to narrow this down? Screen recording attached showing static bid-ask price while trades occurring outside the range. As well as depictive screenshot. Seems potentially related to this issue: BitMex Bid Ask trades problem Date Time Of Last Edit: 2019-08-30 20:44:27
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 Screen Recording 2019-08-30 at 01.31 PM.gif / V - Attached On 2019-08-30 20:34:56 UTC - Size: 851.06 KB - 348 views [f52a86f31afd47d574785fab9f365938]_Image+2019-08-30+at+1.35..png / V - Attached On 2019-08-30 20:40:54 UTC - Size: 684.51 KB - 247 views |
| [2019-09-02 12:55:06] |
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There is nothing unusual about that. We cannot provide any further help. This is not anything we are going to look into. That is out of the question. We do not have any control over this and it is normal. 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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