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Date/Time: Thu, 16 Jan 2025 18:50:58 +0000



Post From: BitMEX Market Depth Data Question

[2017-11-10 18:25:53]
Sierra Chart Engineering - Posts: 104368

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.
This is making no sense whatsoever. BitMEX does not provide DAX futures. We have never done anything like this in regards to DAX futures. We have no idea what you are talking about whatsoever. In most cases Sierra Chart is not a direct provider of DAX futures data.

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.
What on earth are you talking about? No such thing ever happened and this is totally unrelated to BitMEX. This is coming across as utter nonsense to us.


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.
The combining is done, because many users have been asking for combining functionality, and because of the high prices Bitcoin at this time, we were doing combining on the server at 5 tick units in order to meet the needs of our users.

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?
We did not change the tick size. We only combined the market depth data based upon the very large number of levels and the very high values for the symbol.

would you really think showing 55,300 at 0 would be usefull?
Yes because this has been asked about numerous times by our users and they have been waiting for this. Including professional traders.

like one day you consolidate prints and instead of three prints of 100 each I see only a single one of 300?
We have no idea what you are referring to. Sierra Chart does not do anything like this and this has never happened. This is a complete lie! Makes us wonder, whether you are even thinking clearly. Obviously you are not.

At this point, we do not want to hear anything further from you. At this point you are most welcome to leave. Here we are trying to help users by accommodating their requests, and then we get this complaint full all kinds of things which are not even true.

We are locking this thread! We do not want to hear about this further. Any further posts from you, in this regard are going to be deleted!
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:
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Date Time Of Last Edit: 2017-11-10 18:30:07