Login Page - Create Account

Support Board


Date/Time: Sun, 24 Nov 2024 06:07:33 +0000



Bitcoin Market Data Feed is Now Available

View Count: 44097

[2013-05-05 01:11:17]
Sierra Chart Engineering - Posts: 104368
We do apologize for this, and we are implementing a permanent solution to this in about an hour. The data feed has been restored.

The root problem is the trade data feed from MTGox is just stopping but we are not losing the socket connection and other data is coming. This is what makes it harder to detect. But we are going to implement a solution.
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: 2013-05-05 01:11:41
[2013-05-05 02:07:47]
Sierra Chart Engineering - Posts: 104368
The problem of the data feed stopping has now been resolved. It is possible there could be an interruption of under 3 minutes, but there will be an automatic reconnect.
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
[2013-05-05 08:45:11]
User29467 - Posts: 7
Requesting availability of all historical/daily data for BTCUSD. Please ask mtgox for those data if you do not have it now.

[2013-05-06 08:45:30]
yoytu - Posts: 59
q: is hard to get all the bitcoin data feed into one connection menu ? so one does not need to switch from mtgox to bitstamp all the time :)
[2013-05-06 09:40:36]
Sierra Chart Engineering - Posts: 104368
We do plan to do this.
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
[2013-05-06 09:41:02]
Sierra Chart Engineering - Posts: 104368
For now we recommend installing a 2nd copy of Sierra Chart on your system. One you can use for MTGox another for BitStamp.
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
[2013-05-06 14:34:50]
acosti - Posts: 3
Any release date for we being able to trade on MtGox throught SC?

The lack of a stop-loss / trailing stop is extremely disturbing for me. Maybe if you could add just this two features I could get good sleep =)

Thank you very much for all your dedication on bringing a professional trading platform for the bitcoin community!
Date Time Of Last Edit: 2013-05-06 14:38:41
[2013-05-06 18:54:31]
Sierra Chart Engineering - Posts: 104368
We are doing our best with trading. Hopefully not more than 2 weeks away. We will do our best with this.

Stop functionality will take longer. That involves more engineering and testing.
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
[2013-05-10 15:35:33]
User36177 - Posts: 5
It's great you implemented this, and I hope you get the trades working soon.

I've got some questions: How can I include the trade percentage fees of MtGox into my simulations/backtests? And I want to change the order quantity for my spreadsheet system for trading based on previous profits/losses but I can't use decimal places, is there a solution for this? The market depth seems to be limited at 20 entries, is this going to change? And lastly, will the MtGox account balance and trading engine lag also be available in studies once you implement the trading part?

Thanks in advance!

[2013-05-12 00:54:59]
Sierra Chart Engineering - Posts: 104368
Answers to recent questions:


Trading support is coming.

Sierra Chart supports fixed commissions per round turn. Not percentages. For more information refer to the Trade Activity Log documentation.

Fractional order quantities on the Spreadsheet Trading study will be coming. This is one thing that makes trading support a little difficult for us with Bitcoin.

For the time being market depth will be limited to 20 levels. This is not so simple to expand upon.

We will support MTGox account balance.

we do not know what "trading engine lag" is.

BTC-E Market data feed will be out next week.
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: 2013-05-12 00:55:41
[2013-05-12 13:58:20]
User36177 - Posts: 5
#110

That's great news. Keep up the good work.

You can retrieve the engine lag from https://data.mtgox.com/api/1/generic/order/lag . Sometimes this grows to couple of minutes, and every order you send (or quotes) are delayed by this amount. So it's nice to know about this value when doing trades.
[2013-05-12 15:46:01]
Sierra Chart Engineering - Posts: 104368
Interesting. Never heard of such a concept when it comes to trading. We would think that immediate execution should always be achieved as much as possible.


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
[2013-05-12 21:43:09]
User36177 - Posts: 5
#112

You're right, as you can see from the chart below, this has been a serious problem with MtGox. This one is from about April 9th with the lag peaking at about 1.5 hours, which resulted in a huge crash because people had no idea what the current price was. They've made some improvements after this but a lag of about 10-60 seconds is still quite common during busy periods, so an indicator for this should definitely be included in my opinion.

http://shrani.si/f/2i/pV/2Vi5ALiA/default.png
Date Time Of Last Edit: 2013-05-12 21:45:12
[2013-05-13 09:49:29]
User29467 - Posts: 7
Any progress regarding availability of full historical data? This should not be that hard to obtain.
..

Actually - Here is how you can get those data:
1. go to chart showing complete historical data for mtgox/USD http://bitcoincharts.com/charts/mtgoxUSD#igDailyztgSzm1g50zm2g200zxzv
2. click on 'Load raw data' and you get table containing all data
3. import data from this table into SC

Looks like half an hour job in worst case scenario.


Date Time Of Last Edit: 2013-05-13 09:54:46
[2013-05-15 03:42:28]
Sierra Chart Engineering - Posts: 104368
The very latest revision of 975 supports the BTC-E data feed. It can be selected through Global Settings >> Data/Trade Service Settings >> Service. The name is "Bitcoin Data (BTC-E)".

To update select Help >> Download Prerelease.

For the time being there is a limited amount of historical data. We will be adding more.
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
[2013-05-15 13:07:21]
User36177 - Posts: 5
When will mtgox trading be out?
[2013-05-15 17:00:13]
yoytu - Posts: 59
mtgox and btc-e data feeds use same symbol BTCUSD
[2013-05-16 03:44:34]
Sierra Chart Engineering - Posts: 104368
We should be within 14 days away with MTGox trading. We know it has been a long wait, and thank you for your patience.


For BTC-E, we will add -BTCE to the end of the symbol. This should be out in a couple of days.
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
[2013-05-17 23:42:27]
Sierra Chart Engineering - Posts: 104368
We have now changed the symbols for the Bitcoin Data (BTCE) service. The new names are:
"BTCUSD-BTCE", "LTCUSD-BTCE", "LTCBTC-BTCE"

Please restart Sierra Chart to get updated Symbol settings. You will find the new symbols listed in File >> Find Symbol.


To change the symbol of existing charts, follow the instructions here:
http://www.sierrachart.com/index.php?l=doc/doc_SwitchingSymbols.html

Unless you change the symbols of the charts, the charts will stop updating as of now. This only applies to the Bitcoin Data (BTCE) service.

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: 2013-05-17 23:45:18
[2013-05-21 23:34:10]
yoytu - Posts: 59
awesome :)


now if you can get all the bitcoin data in one feed so we dont need to rum multiple instances will be awesome
[2013-05-22 00:23:56]
Sierra Chart Engineering - Posts: 104368
We will be combining all of the Bitcoin data sources into one feed. It is not going to be too far away. Right now we have other higher priority development.
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
[2013-05-29 23:37:30]
Sierra Chart Engineering - Posts: 104368
We have increased the amount of historical data for the MTGox Bitcoin data feed back to the middle of 2010.

To access all of this data go to the chart and select Edit>> Delete All Data and Download.
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
[2013-05-31 12:45:32]
yoytu - Posts: 59
i run 3 SC to get all the feeds but when i try to import on a worksheet 3 symbols i only get updates from one (the data folder is linked for all 3 instals)
Date Time Of Last Edit: 2013-05-31 12:48:29
[2013-05-31 17:37:00]
Sierra Chart Engineering - Posts: 104368
We are not clear as to exactly how this is configured? Do you have the Spreadsheet study on Intraday charts?
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: 2013-05-31 17:37:34
[2013-06-02 19:09:35]
yoytu - Posts: 59
i have a chart book with all the mtgox bitstamp btc-e charts set to 60 min and then a spreadsheet where i try to add all 3 feeds but i only get updates from the connected feed
Date Time Of Last Edit: 2013-06-02 19:13:32

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account