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Bitcoin Market Data Feed is Now Available

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[2013-08-15 11:26:27]
User87399 - Posts: 17
I created new chart according to instruction, alas same problem.
http://www.sierrachart.com/image.php?l=1376565931739.png

[2013-08-15 14:26:36]
User87399 - Posts: 17
I rolled back to 969. Recent missing Saturdays "came back", but still not all data are good. There are missing part of Saturday data between
2012-01-21 http://www.sierrachart.com/image.php?l=1376576681679.png
and 2012-03-23 http://www.sierrachart.com/image.php?l=1376576768798.png

[2013-08-15 18:08:24]
Sierra Chart Engineering - Posts: 104368
Select File >> Data/Trade Service Settings. What is the Service set to?


What is the Time Zone set to?

We see absolutely no reason why Saturday data would be partially missing in newer versions. And we do not see this problem ourselves.

If there is some missing data in the old historical data, that is not something we would have control over. This would probably mean the data was missing from the source we obtained the data from. For 2012 that data would come direct from MTGox.
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: 2013-08-15 23:47:01
[2013-08-15 18:33:16]
User87399 - Posts: 17
Bitcoin Data (MtGox) [data]. Time Brussels +1/+2.

You have .net and non-.net versions of Sierra. I'm using non-.net - maybe problem is with that version only...

I also ran some test on another, stationary computer with different windows. I didn't use Sierra for a month or two on it and don't have to make data reloads as it has always good internet connection. I checked - all data was complete. Than I made reload of data and Saturday data disappeared in exactly same time window (2012-01-21 - 2012-03-23). Here is 969 too.
Date Time Of Last Edit: 2013-08-15 18:47:50
imagebtc.PNG / V - Attached On 2013-08-15 18:33:47 UTC - Size: 46.12 KB - 616 views
[2013-08-15 23:46:41]
Sierra Chart Engineering - Posts: 104368
Our testing is done on the non-.NET version. We cannot see why you would be having this problem. It makes no sense.

We have made a change on our server. Not certain how it would help because we cannot see why there would be a problem to begin with. However, could you install the latest version again. We recommend installing it into a new folder on your system and see if you get the Saturday data.

It is possible, that going back to years prior to 2013 that you might see some missing data. Our main concern is that you have the Saturday data for recent months.
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: 2013-08-15 23:48:31
[2013-11-04 07:48:35]
User87399 - Posts: 17
Saturday data disappeared again after "Delete and download data". Exported to text file data doesn't contain any Saturday data too. On 2 different computers, hardware, OS.
[2013-11-04 08:11:51]
Sierra Chart Engineering - Posts: 104368
We do not see this problem and we just downloaded fresh data from our server using the BitCoin Data (MTGox) service:
http://www.sierrachart.com/image.php?l=1383552464687.png


Make sure you have Chart >> Chart Settings >> Load Weekend Data enabled.

For missing data issues, refer to help topic 7 here:

Http://www.sierrachart.com/index.php?l=doc/helpdetails7.html

We cannot offer further help with this because we flat-out see absolutely no reason whatsoever how you can have such a problem like this. And we have never had anyone else ever report a problem like this. It is simply an impossibility and we do not know why you have would have such an issue.
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
[2013-11-04 09:25:18]
User87399 - Posts: 17
From which server do you download data?
My goes from ds5.sierracharts.com, I guess (below is full log).
Moreover for over a month I had warnings about incorrect timestamps in data, but all looked good.
Now this warnings disappeared together with Saturday data.
I can only guess, but from my side it looks like data server source corruption.
I'm sorry for being annoying.
Cheers
Andrew

Software version: 1023 | 2013-11-04 10:15:42
Usage end date: 2014-01-05 | 2013-11-04 10:15:42
Active service: Bitcoin Data (MtGox) | 2013-11-04 10:15:42
Time Zone: +01:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2013-11-04 10:15:42
2013-11-04 10:15:42 Local computer clock time | 2013-11-04 10:15:42
2013-11-04 09:15:42 GMT time | 2013-11-04 10:15:42
2013-11-04 10:15:42 Time zone adjusted time | 2013-11-04 10:15:42
Time difference to server time: 0 seconds. | 2013-11-04 10:15:42
Program path: C:\SierraChart\ | 2013-11-04 10:15:42
Data Files path: C:\SierraChart\Data\ | 2013-11-04 10:15:42
OS Version Number: 6.1 | 2013-11-04 10:15:42


Bitcoin Data (MtGox): Connecting to the market data server. btc.sierracharts.com:443 | 2013-11-04 10:15:47
Bitcoin Data (MtGox) - Local market data port: 0 | 2013-11-04 10:15:47
Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2013-11-04 10:15:47
The network socket is connected. | 2013-11-04 10:15:47
Bitcoin Data (MtGox): Connected to market data server. Now authorizing. | 2013-11-04 10:15:47
Bitcoin Data (MtGox): Connected to market data server. | 2013-11-04 10:15:47
Starting updates for: BTCUSD | 2013-11-04 10:15:53
HD Request # 2 - Downloading Intraday chart data for BTCUSD to the file BTCUSD.scid. Service: mtg | 2013-11-04 10:15:53
HD Request # 2 - Starting date and time in file: 2013-11-04 10:13:13.0 | 2013-11-04 10:15:53
HD Request # 2 - Using server: btc.sierracharts.com port 10049 | 2013-11-04 10:15:53
Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2013-11-04 10:15:53
The network socket is connected. | 2013-11-04 10:15:53
HD Request # 2 - Requesting up to 730 days of Intraday data. | 2013-11-04 10:15:53
HD Request # 2 - Decompressing data. | 2013-11-04 10:15:54
Socket closed. No error. | 2013-11-04 10:15:54
HD Request # 2 - Received 0 records and wrote 0 records for BTCUSD | 2013-11-04 10:15:54
HD Request # 2 - Intraday download COMPLETE for BTCUSD | 2013-11-04 10:15:54
Real-time intraday chart data file updates started for BTCUSD | 2013-11-04 10:15:54

Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\BTCUSD.scid | 2013-11-04 10:16:10
HD Request # 4 - Downloading Intraday chart data for BTCUSD to the file BTCUSD.scid. Service: mtg | 2013-11-04 10:16:11
HD Request # 4 - Using server: btc.sierracharts.com port 10049 | 2013-11-04 10:16:11
Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2013-11-04 10:16:11
The network socket is connected. | 2013-11-04 10:16:11
HD Request # 4 - Requesting up to 730 days of Intraday data. | 2013-11-04 10:16:11
HD Request # 4 - Decompressing data. | 2013-11-04 10:16:11
HD Request # 4 - Receiving Intraday data for BTCUSD starting at 2011-11-05 10:38:33 | 2013-11-04 10:16:11
HD Request # 4 - Timestamp of first Intraday data file record written: 2011-11-05 10:38:33 | 2013-11-04 10:16:11
Socket closed. No error. | 2013-11-04 10:17:07
HD Request # 4 - Received 2398615 records from 2011-11-05 10:38:33 to 2013-11-04 10:13:10 (730.0 days) and wrote 2398591 records for BTCUSD | 2013-11-04 10:17:07
HD Request # 4 - Intraday download COMPLETE for BTCUSD | 2013-11-04 10:17:07
Real-time intraday chart data file updates started for BTCUSD | 2013-11-04 10:17:07


[2013-11-04 20:45:04]
Sierra Chart Engineering - Posts: 104368
Same server: ds5.sierracharts.com

In Sierra Chart version 1041, we are going to switch to a different historical data protocol. This should not make any difference, but it does run our newer software. You can try this version to see if it makes a difference, we would not think so though. It will be coming out tomorrow.

The out of order timestamps are from MTGox, but those are not significant enough to cause filtering of historical Saturday data.
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
[2013-11-11 13:49:21]
trivto57 - Posts: 3
I think the volume for bitstamp is way off.

compare the daily chart volume bars in the attached pictures.


imagesierra chart daily.PNG / V - Attached On 2013-11-11 13:48:45 UTC - Size: 34.53 KB - 715 views
imagebitcoin daily.PNG / V - Attached On 2013-11-11 13:48:50 UTC - Size: 20.3 KB - 663 views
Attachment Deleted.
[2013-11-18 12:13:03]
User35475 - Posts: 12
Good quality graphs of alternative cryptocurrencies other than Bitcoin and Litecoin ?

There are 3 other alternative cryptocurrencies that share with BTC the quality of going to be fixed in their quantity in circulation: Litecoin ( LTC ), Worldcoin ( WDC ) and Namecoin ( NMC ) All of these have both good liquidity and not too whipsawing graphs. ( Such graphs may tell that the traders are more as ignorant crowd panicking each day if the market will crash or skyrocket )

http://worldcoinfoundation.org/
https://en.wikipedia.org/wiki/Litecoin
http://en.wikipedia.org/wiki/Namecoin

--- Additionally, PPCoin (PPC) is worth of considering due it's good liquidity and fixed low, (maximum 1% ) but fluctuating inflation rate. https://en.wikipedia.org/wiki/PPCoin

The best existing ( free) or best any existing charts of these currencies are on the following site http://www.cryptocoincharts.info/v2/pair/ltc/btc/btc-e/1-year

- After recent skyrocketing, BTC is most likely to face yet another parabolic price exhaustion, ( at 700 USD ? ) The best trading strategy for these BTC price exhaustions may be buying alternately to BTC other fixed quantity or near fixed quantity cryptocurrencies.

- Bitcoin has some build in potential technical weaknesses
http://www.wired.co.uk/news/archive/2013-05/7/alternative-cryptocurrencies-guide/viewall

***
--- Of these reasons, it would be excellent if Sierra Chart oould have graphs of these cryptocurrencies alonside the already exixting BTC and LTC CURRENCY PAIRS graphs.

[2013-11-21 17:46:09]
nomenomen - Posts: 7
Before you recommended to delete all historical data and download them (Edit -> Delete all data and download) I had historical intraday data from previous years (mtgox market). Now it starts from August 2013. Is it possible to have older intraday history?
Date Time Of Last Edit: 2013-11-22 01:16:09
[2013-11-22 02:13:38]
Sierra Chart Engineering - Posts: 104368
Yes, refer to help topic 42.1 here:
http://www.sierrachart.com/index.php?l=doc/helpdetails42.html#h42.1
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
[2013-11-22 10:52:29]
nomenomen - Posts: 7
When one place BUY order not from Sierra (eg from MtGox interface) it is always presented as SELL order in Sierra. It may cause serious money loss when one want to modify the parameters of an order in Sierra and did not notice that it is treated as SELL order (I had this accident yesterday).
Date Time Of Last Edit: 2013-11-22 11:40:37
[2013-11-22 21:02:04]
Sierra Chart Engineering - Posts: 104368
We will have a look into this, but this is just yet another example of the substandard trading interface provided by MTGox.
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: 2013-11-22 21:02:21
[2013-11-22 21:27:19]
Sierra Chart Engineering - Posts: 104368
The MtGox order processing is correct (according to the documentation on the web - which could be out of date). We are going to add some code that raises a message if an unexpected value comes back.
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
[2013-11-25 08:19:48]
oyvinds - Posts: 28
Please fix your slow and now basically always-outdated Bitcoin feeds.

My charts used to update in/near realtime. Then we were all forced to upgrade to 1050 because you at Sierrachart changed something. You clearly changed things to the worse.

I see this new version has something called Bitcoin Data (all services) and this is listed as "Not available in package". Bitcoin feeds is why I subscribed to SierraChart in the first place, but I guess you want more money or something. I do not know how the quality of this feed is.

Here is the current situation with the other feeds: Trade data is now 25-30 seconds delayed for Bitstamp and BTCChina. I don't know how delayed quotes for that clowncar MtGox is but I guess the situation is about the same.

Try this yourselves: Go to Bitcoinity, which is free, and look at the trades. Compare it with SierraChart. You'll quickly see that trades appear at Bitcoinity 25-30 seconds before they appear in SierraChart. Again, Bitcoinity is free, SierraChart is not, yet both Bitcoinity and Bitcoinwisdom now provide data noticably faster than SierraChart.

Sierra did update in a timely fashion before, trades used to appear in Sierra at the same time and sometimes sligly before Bitcoinity and Bitcoinwisdom. Now they both update half a minute before SierraChart does.

My Sierra current subscription ends 2014-02-10. I will not be renewing if SierraChart is still showing old quotes when it's time to renew.
[2013-11-25 08:37:36]
Sierra Chart Engineering - Posts: 104368
Your comments really need to be directed toward these Bitcoin exchanges.

Do you think we are not capable of delivering data fast?

Do you know that we deliver data from the Chicago Mercantile Exchange, from a source data feed that has a rate up to about 15 Mb a second and we deliver it with latency below 1 ms. And we are able to process tens of thousands of trades in a single second? Are you even aware of the tremendous CPU power and disk speed that we have on our servers.

You talking about bitcoins here. And Mickey Mouse HTTP polling interfaces these Bitcoin exchanges provide.

Nothing changed in our newer versions. The only recent change is that we slowed down the polling rate on BTC China from 5 seconds to 10 seconds, just to ensure we do not overload their server. We can increase it, but it may not necessarily help because basically they send back a full days of trades every time we make a request. Do they have a streaming interface? We can check with them.

Does Bitstamp have a streaming interface? We have heard that but it is undocumented and they do not answer our emails.

Actually you are being critical of these exchanges. Not us. We are more than capable of delivering data with incredibly low latency.

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: 2013-11-25 08:43:18
[2013-11-25 08:41:33]
Sierra Chart Engineering - Posts: 104368
I see this new version has something called Bitcoin Data (all services) and this is listed as "Not available in package".
It should definitely be enabled for you. We have just verified this now.

Make sure you are on version 1051 or higher . Restart Sierra Chart and enable the Force Login checkbox on the Login window when you login.


Update: We have contacted BTC China to see if they have a streaming market data feed.
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: 2013-11-25 09:53:55
[2013-11-25 09:21:16]
oyvinds - Posts: 28
Thank you, I updated to latest non-CLR version and got 1052 and volla I got Bitcoin Data (all services) available. I switched to this and tried it out.. and found that it updates as slow as the other feed.

Test your own software side by side with http://bitcoinity.org/markets/bitstamp/USD yourself, you'll clearly see that there is about half a minute delay between trades happening and trades showing in SierraChart. Sure, SierraChart is a great and powerfull charting tool - but it's kind of pointless now that it no longer provides realtime feeds.
[2013-11-25 09:29:41]
Sierra Chart Engineering - Posts: 104368
We just had a quick look at this, it is very clear that the problem is on the Bitstamp side. When our server asks for the list of trades, Bitstamp is not giving us the latest trades at that moment in time. That is where the lag is. Our server makes a request every 5 seconds to their server.

The site you have linked to must be using their streaming data feed. We do not have the documentation for that.

If you have a look at what you get here, you can see that it is not always up to date:
https://www.bitstamp.net/api/transactions/?time=hour
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: 2013-11-25 09:35:44
[2013-11-25 09:40:23]
oyvinds - Posts: 28
> We have contacted BTC China to see if they have a streaming market data feed?

They clearly have one (or something) since other sites and services update way faster than Sierra.

> The site you have linked to must be using their streaming data feed. We do not have the documentation for that.

It sounds like it's just a matter of contacting BTC China and Bitstamp? :)

So here's hoping Sierra will update faster in the future..

I did some quick searching just now and that gave me an understanding as to why SierraChart updates so slowly. Bitstamp apparently changed to pusher but forgot to document it or tell anyone about it..

https://bitcointalk.org/index.php?topic=38711.msg3382580#msg3382580
[2013-11-27 01:04:50]
trivto57 - Posts: 3
Can I get a response to my post (post #159)? Volume is still off on bitstamp. It's quite a glaring difference if you compare sierra charts to bitcoincharts, on any timeframe.
[2013-11-27 01:23:34]
Sierra Chart Engineering - Posts: 104368
Answers to recent questions:

BTC China says they do not have a streaming data feed. We do not see how we can make it significantly faster.


We can see that Bitstamp does use pusher.com. It would take some reverse engineering to determine exactly how to work with that. We will look at that later on.

Most likely the reason for the lower volume compared to other charts is that volumes are held in Sierra Chart as integers. So we take the floating-point volume and multiply it 10,000. 10,000 was chosen when Bitcoin was around 100 USD. After this the digits remaining to the right of the decimal point have to be dropped because it is assigned into an integer.

A quick look of the images you provided, does not indicate a significant volume difference. Provide specific values for a particular day. Keep in mind there may be some days earlier in the month of November 2013, approximately, which are less because Bitstamp had problems with their data feed and made changes which caused some loss of data.
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: 2013-11-27 01:26:30
[2013-11-28 08:21:11]
oyvinds - Posts: 28
Hi,
Bitstamp updates fine again, thanks (if you did something, perhaps Bitstamp just got their act together for now).

Have you guys considered adding OKCoin to Sierra? It's the second biggest exchange in China by volume and it's got both LTC and BTC.

http://bitcoinwisdom.com/markets/okcoin/btccny

BTW, do take a look around at bitcoinwisdom and bitcoinity (and rtbtc). SierraChart is excellent but it's extremely limited, lacking and behind the times when it comes to modern currencies. Take a look which markets the free alternatives offer. And take a glane at http://btckan.com/price to get an idea of which BTC market actually matter today (hint: many still think that clowncar MtGox where you can't evne withdraw fiat is relevant today, it's not).

I realize this would cost you time / money. I'm sure I'm not the only one who wouldn't mind paying a slightly higher fee for BTC feeds - if Sierra actually offered what BTC traders need these days (the basic btc-feeds-only subscription is pocket change, I wouldn't be upset if it cost a cup of coffee instead of half a cup per month)

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