Support Board
Date/Time: Wed, 27 Nov 2024 13:01:29 +0000
Bitcoin Quote Issue
View Count: 1972
| [2014-09-01 10:36:26] |
| oicur12 - Posts: 17 |
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Hi all, I am looking at BTCUSD on three exchanges (BTCE, BITFINEX and BSTMP) and seem to have a two part problem. 1)When opening a Quoteboard with the three BTCUSD contracts I see that the Bid-Price and Ask-Price are accurate however the Bid-Size and Ask-Size are not. BTCE and BITFINEX are displaying Bid-Size of 0.0001 and Ask-Size of 0.0001. BSTMP is displaying 1.000 for Bid and Ask Sizes. These values are not updating when the Bid-Price and Ask-Price changes. 2)Then when I open a Market Depth window for each of the contracts, the Bid-Price and Ask-Price (for BTCE and BITFINEX) are only displayed in whole numbers. (for BSTMP the Bid and Ask Prices are every .50 cents) Also, when looking at the Market Depth window, the Bid-Sizes and Ask-Sizes for all three exchanges appear to be cumulative amounts between the whole numbers. For example, the market depth window for BTCUSD on BITFINEX currently shows Bid-Price of 479.00 and Bid-Size of 20.7153. At the same time I took a screen shot of the BITFINEX webpage and it shows the following market depth on the Bid; Price --- Size 479.49 --- 0.46 479.04 --- 1.86 479.01 --- 2.00 479.00 --- 15.39 478.75 --- 1.00 478.42 --- 0.99 478.40 --- 0.20 478.02 --- 0.60 etc. *** When adding up the Sizes from Bid-Prices 478.75 to 479.49 it appears that the current Bid-Size on my Quoteboard and Market Depth window actually represents multiple Bid-Prices. *** I would like that my Quoteboard/Market Depth/Trading DOM display the current Bid/Ask-Prices exactly to the penny as well as the actual corresponding Bid/Ask-Sizes. So my questions are; Am I doing something wrong with my setup? I have tried adjusting the symbol settings with no luck. Is this an issue with the way you receive data from the Bitcoin exchanges? Thank you in advance for your help. Best regards. |
| [2014-09-02 16:36:56] |
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The response to this is still pending.
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 |
| [2014-09-03 03:54:34] |
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1. This is now resolved. The bid and ask prices and sizes are now correct whether you are using the market depth features in Sierra Chart or not. 2. For an understanding of how this works, refer to this section here: http://www.sierrachart.com/index.php?page=doc/Bitcoin.php#MarketDepthData This is how it is designed. If it is not suitable, then we recommend using another program for Bitcoin market data. 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: 2014-09-03 03:55:10
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| [2014-09-03 09:02:55] |
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1. We just realized that when you are using market depth features in Sierra Chart, the best bid and ask for Bitcoin services will not actually have the true prices or sizes. They are rounded and accumulated, respectively. This needs more work. 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 |
| [2014-09-03 10:51:15] |
| oicur12 - Posts: 17 |
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Thank you kindly. This would be very helpful as it also affects the appearance of the Trading Chart DOM. |
| [2014-09-04 01:57:35] |
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1. This problem is fully resolved now. Let us know if you see any other issues.
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 |
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