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Date/Time: Sun, 08 Sep 2024 00:43:04 +0000



[User Discussion] - Heatmap NOT WORKING for Crypto

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[2024-06-27 10:49:07]
User712314 - Posts: 3
Hi all,

I found an excellent chart which showed how to run a heatmap on CME symbol with no problems (attached).

I tried to run same study on Bitcoin on BINANCE and BITMEX and the historical market depth data does not load, I could only get data by leaving computer on.

Even after I waited a day to get data so it would display properly, it looked nowhere as good as the CME version.

Has anybody make the heatmaps work successfully with any of the binance tokens or does this software just not really support heatmaps for crypto.

I frankly feel like I am wasting time and should look at another option. Maybe I am just ignorant though, please let me know.

Thanks
Date Time Of Last Edit: 2024-06-27 10:50:44
attachmentHeatmapExample (1).Cht - Attached On 2024-06-27 10:49:40 UTC - Size: 3.75 KB - 104 views
imageheatmap.png / V - Attached On 2024-06-27 10:50:10 UTC - Size: 130.46 KB - 45 views
Attachment Deleted.
[2024-06-27 14:44:55]
Sierra_Chart Engineering - Posts: 16292
Yes this is a waste of time.

There is no historical market depth provided for crypto currency symbols and there are going to be various issues with the Market Depth Historical Graph with that data. We would not recommend spend any further time on this and we are not going to be providing any help.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-08-15 17:13:15]
d9e5c763 - Posts: 103
is anyway to make sierrachart read only instead of writing to the *.depth file without using "no service"?
because the market depth of bitcoin in binance cex is usually over 10k+ + 10k+ levels, I prefer to manage the *.depth file myself via my scripts
(for example, I want to use the real-time data of perpetual contracts, but the depth data is integrated from the depth data of 2 exchanges.)
Date Time Of Last Edit: 2024-08-15 17:38:59
imagescreenshot-20240816-011934.jpg / V - Attached On 2024-08-15 17:20:04 UTC - Size: 131.64 KB - 12 views
[2024-08-15 19:40:23]
d9e5c763 - Posts: 103
@User712314, if you are willing to read the code in the attachment, you can use my script, which can generate depth files that sierrachart can recognize and read in "no service", it may need to be modified slightly to run under windows.
and it also lacks a very important part, the levels of snapshots that binance api can obtain are only 5000+5000 levels, which means that each time you start this script, you cannot get a relatively complete order book, so it will need a script running on a remote VPS to continuously maintain a complete snapshot.
attachmentbinance-depths.py - Attached On 2024-08-15 19:38:47 UTC - Size: 9.89 KB - 21 views
Attachment Deleted.

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