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Date/Time: Tue, 26 Nov 2024 21:22:49 +0000
Post From: Why is Volume Rounded to the Nearest Integer? And why in 10^-4 units?
| [2014-06-13 13:17:47] |
| btcdt95 - Posts: 8 |
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Hi all, I've exported tick-level data for bitcoin transactions from the bitstamp exchange, and the volume is in units like "10000" and "120000" and "140000" to represent transactions of 1, 12, and 14 bitcoins respectively. Two questions: 1) How do I prevent the volume from being rounded to the nearest integer (or in this case the nearest 10,000 units)? The way you are displaying the data makes it seem like volume is "0" whenever it is less than 1 because you round down, but this massively skews results whenever <1 bitcoin is traded. Precise data from the bitstamp exchange: date...................... price........vol 05/03/2013 11:06:10........95.81........0.4037394 05/03/2013 11:06:10........95.81........0.2404239 05/03/2013 11:07:10........96.37........0.8648957 05/03/2013 11:07:15........96.37........1.5 05/03/2013 11:07:15........95.81........0.8558367 SierraChart Data (same sample of observations): date.................... price......vol 2013/5/3 11:06:10........95.81........0 2013/5/3 11:06:10........95.81........0 2013/5/3 11:07:10........96.37........0 2013/5/3 11:07:15........96.37........10000 2013/5/3 11:07:15........95.81........0 2) Why do you measure volume traded in terms of 10^-4 bitcoins? As far as I can tell, this is not any actual unit of measurement, as mBTC = 10^-3 BTC, not 10^-4 BTC. Thanks! Date Time Of Last Edit: 2014-06-13 13:21:41
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