Bitcoin Data and Trading Services

Bitcoin BitStamp BTC-E BTCChina BITFINEX


Sierra Chart fully supports market data in the Bitcoin markets.

Complete market data feeds from the major Bitcoin exchanges are supported. The data includes real-time data, market depth data, historical Daily, and historical Intraday data.

What is Included

  • Streaming Real-Time Data: Yes.
  • Historical Intraday Data: Yes.
  • Historical Daily Data: Yes.
  • Historical BidVolume and AskVolume: Yes.
  • Live Trading: No.
  • Simulated Trading: Yes.
  • Order Types Supported: Market and Limit. Client side managed Stop orders will be added.
  • Server Managed OCO (Order Cancels Order): No.
  • Automated Trading (applies to Live or Simulated): Yes.

Setup Instructions

  1. Select Global Settings >> Data/Trade Service Settings.
  2. Set the Service to BitCoin Data - All Services. This service provides market data from the following exchanges:
  3. Set the Intraday Data Storage Time Unit to what you require.
  4. Press OK to close the Data/Trade Service Settings window.
  5. Select File >> Connect to Data Feed.
  6. If there any connection problems, they will be displayed in Window >> Show/Hide Message Log. In this case, refer to Help Topic 1.
  7. To open a chart select File >> Find Symbol. All of the symbols are categorized by exchange.
  8. Continue with Step 3 in the Getting Started instructions.

Market Depth Data

To view the market depth data for a chart or Trade DOM, select Chart >> Open Market Depth Window.

In the Bitcoin market, there are a large number of market depth Bid and Ask levels. Many of which have very small quantities/sizes which unnecessarily clutter the display.

In order to provide an easier to read market depth display and ensure Sierra Chart can display all of the available levels, Sierra Chart consolidates market depth Bid and Ask levels into a larger price increment. This increment is dynamically calculated. For example, with the current price of BTCUSD, Sierra Chart will use a price increment of 1.0 to 2.0 or larger if necessary.

In this case what Sierra Chart will do, is it takes the market depth Bid or Ask price price and rounds it to the nearest increment being used. Every market depth Bid and Ask price that is rounded to the same price, has its quantity/size added to the quantity/size for that market depth price level.

Market depth Bid or Ask levels with a quantity/size of 0.02 Bitcoin are ignored.

When viewing market depth in the Trade DOM columns you will need to increase the Chart >> Chart Settings >> Tick Size to a larger increment. For example, change it from .01 to 1.

Additional keywords: Bit coin.

*Last modified Tuesday, 30th August, 2016.