Support Board
Date/Time: Fri, 28 Feb 2025 18:43:13 +0000
DTC protocol MarketDataUpdateBidAskCompact message problem in case of Bitfinex
View Count: 697
| [2021-08-01 12:17:54] |
| User644165 - Posts: 25 |
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Hi All, I have connected my app through DTC to SierraChat to monitor BTCUSD on Bitfinex. The bid and ask quantities look fine except if the message type is MarketDataUpdateBidAskCompact. Normally the bids and offers are usually between 0-10, but every time I get MarketDataUpdateBidAskCompact, the bid and offer quantity is above 10K. Here is example of the raw JSON string I recieved: {\Type\":117,\"SymbolID\":1,\"BidPrice\":41686,\"BidQuantity\":142238,\"AskPrice\":41687,\"AskQuantity\":145271,\"DateTime\":1627819824}" There is no way that the bid quantity is 142238 in that market. Could you please fix it? |
| [2021-08-05 03:36:37] |
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For this exchange, all quantity values are multiplied by 10,000 because Sierra Chart only supports integers for these quantities.
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: 2021-08-05 03:36:56
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| [2021-08-07 06:58:08] |
| User644165 - Posts: 25 |
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Here a a comparison of the depth from the Bitfinex website. Are you sure that it is always multiplied? https://prnt.sc/1kah8iv |
| [2021-08-26 09:44:04] |
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There absolutely is a multiplier applied.
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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