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Date/Time: Fri, 31 Jan 2025 22:46:27 +0000



Post From: Again Bitmex orderbook issues

[2019-06-04 10:43:29]
Sierra Chart Engineering - Posts: 104368
Yesterday with BitMex they were sending Ask side orders with a price of 0 and this was causing a problem with the market depth data so we added a filter to filter any orders with a price of 0 but apparently that was affecting the order quantities at each market depth price level for a reason which is not clear to us. Maybe in some cases those were valid? We are not really sure.

Anyway, we removed that filter and it does not seem necessary any longer and the market depth looks fine now.
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: 2019-06-04 10:44:16