Support Board
Date/Time: Mon, 10 Mar 2025 22:53:07 +0000
market depth historical graph with binance perp
View Count: 755
| [2022-04-05 16:42:41] |
| onnb - Posts: 662 |
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We are trying to apply Market Depth Historical Graph to BTSUSD_PERP_BINANCE and are not seeing anything Is that expected or do you expect it to work and its perhaps some setting we are missing? |
| [2022-04-05 17:06:48] |
| John - SC Support - Posts: 38547 |
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The Market Depth Historical Graph will work with Binance and with that particular symbol. The issue is that the Market Depth is so dense that you will want to use the Combine Increment in Ticks and set it to a value of about 200. Then also make sure that the Input for Maximum Levels to Display is set to either 0, or a fairly large number due to the combining.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-11 16:41:11] |
| Rickty - Posts: 35 |
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SC Support, I applied these settings to tick charts for this instrument and was unable to get the bid/ask data for individual levels into a spreadsheet indicator; though I can do so on ES. Is there a way of doing this with Binance data? Thanks. |
| [2022-04-11 17:37:03] |
| John - SC Support - Posts: 38547 |
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You have us confused as to what exactly you are doing, as the Market Depth Historical Graph does not put any information into the Spreadsheet Study. So we are not sure what you are seeing with ES that you are not seeing with Binance. Can you please give us some additional information on what you are doing and what is different.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-11 18:22:16] |
| Rickty - Posts: 35 |
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I was also using Market Depth to Subgraph without success, and this is what I should have explained. I've rebuilt this particular Chartbook and now the data is getting into the spreadsheets, so it looks all sorted out. Thank you for your quick reply.
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