Support Board
Date/Time: Thu, 16 Jan 2025 19:05:38 +0000
Post From: BitMEX Market Depth Data Question
| [2017-11-10 17:50:55] |
| User891094 - Posts: 11 |
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The combining to 5 ticks was completely independent of any knowledge of any tick size changes by BitMEX.
See, that was exactly my problem. Example: I make a living by trading the DAX. The DAX ticks in 0.5 increments, but all of a sudden, you guys combine 5 ticks so the only thing I can see are the orders at 0, 2.5, 5 and 7.5 while all other resting limits at e.g. 5.5 or 6 are just not shown. And the only way to tell that the "problem" is on your side is to open up a time and sales window and actually witnessing transactions at 5.5 and 6. So usually I'd freak out and either call support or cancel my subscription right away. Funny enough: I know that EUREX has announced that they would change ticksize to 2.5 increments one day later, so I think: SC did this on purpose and I missed the notification or they messed up the date. That's what I was experiencing on the 8th: I open SC, look at the DOM and see .5 increments in XBTUSD and XBTZ17. I wonder why, since BitMEX announced the change for the 9th. So I look at the Time and Sales and see transactions at .3, .8, .2 and so on and think: Something's not right. So I guessed you messed up the date and consolidated one day too early and write this thread (on the 8th). Then you don't know what's wrong, because you've already combined to 5 ticks on your own (which I did not know), send a guy to watch it on the 9th when BitMex has done the consolidation on their side and tell me everything's ok. To be very, very honest with you guys: I paid for SC so it could be my execution frontend of choice to trade on BitMEX and I did not expect jet fighter stuff like TT, CQG or Stellar but a reasonably reliable frontend. I want to trade serious cash through SC, so I'm not a hobbyist. Now you tell me: 1. You changed the ticksize of an instrument on your own (WTF!?) 2. You didn't notify me about it (hello email?) 3. You did not even know that an exchange you are currently writing a connector to (your own words) is about to change the ticksize in 3 instruments? So let's say BitMEX did not change ticksize. Did you really think, combining to 5 ticks would be usefull? Let's say there are 50k at .8, 300 at .9 and 5k at .0, would you really think showing 55,300 at 0 would be usefull? I look at the tape and see 20k traded at .8 while the size at .0 goes down to 25.300 and be like "what the hell is going on? did it trade at .8 or at .0?" This makes me so mad and the only reason I don't immediately ditch Sierra Chart is because you're currently the only option I have. This is not some minor flaw like "help, I cannot make the PSAR turn green when the 9MA crosses the 20MA" How can I be sure, you're not changing vital stuff without notification again, like one day you consolidate prints and instead of three prints of 100 each I see only a single one of 300? How can I be sure you're on top of things when BitMEX changes vital parameters of their contracts? As a matter of fact, I can't. Date Time Of Last Edit: 2017-11-10 17:55:19
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