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Date/Time: Wed, 27 Nov 2024 02:39:34 +0000



Post From: Discrepancies Between Data (Bitstamp - Digital Currencies)

[2014-07-01 13:16:26]
btcdt95 - Posts: 8
Hi all,

For the vast majority of trades, your tick-level data for the Bitstamp exchange is identical to that from bitcoincharts.com. But for some dates, your "volume" recorded is exactly 2x the volume recorded by bitcoincharts.com.

Can you explain this disrepancy? There doesn't seem to be a pattern in the irregularities.

Example (where "volbtc" is the volume from bitcoincharts.com and "volsierra" is the volume from exported data from your program):


|................time....volbtc..volsierra |
|------------------------------------------|
| 2014/01/03 06:59:36.....1.6....3.201 |
| 2014/01/03 15:22:51...... 6..........12 |
| 2014/01/03 15:22:56...... 4...........8 |
| 2014/01/15 06:18:33....3.818...7.635 |
| 2014/01/21 15:24:02...... 5.........10 |
|------------------------------------------|
| 2014/01/25 09:39:11 26.593 53.186 |
| 2014/01/25 09:39:12 6.168 12.337 |
| 2014/01/25 09:39:13 17.83 35.66 |
| 2014/01/25 09:39:14 34.61 69.221 |
| 2014/01/25 09:39:15 10.97 21.94 |
|------------------------------------------|
| 2014/01/25 09:39:16 33.83 67.66 |
| 2014/01/25 09:39:17 12.006 24.011 |
| 2014/01/25 09:39:18 25.495 50.99 |
| 2014/01/25 09:39:19 4.512 9.025 |
| 2014/01/25 09:54:59 1.142 2.206 |
|------------------------------------------|
| 2014/02/03 03:32:06 1.5 2.529 |
| 2014/02/03 11:11:36 3 6 |
| 2014/02/21 18:33:13 5 9.936 |
| 2014/02/28 21:48:11 2.237 4.375 |
| 2014/03/07 16:39:19 5.222 10.445 |
|------------------------------------------|
| 2014/03/07 16:39:22 7.817 15.633 |
| 2014/03/07 16:39:23 4.345 8.689 |
| 2014/03/12 08:23:23 1.36 2.72 |

Thanks!

Date Time Of Last Edit: 2014-07-01 13:20:29