Support Board
Date/Time: Tue, 26 Aug 2025 05:20:28 +0000
Question about number of trades bar for crypto
View Count: 79
| [2025-08-24 21:43:46] |
| User395175 - Posts: 94 |
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Hi, I’ve attached 3 pictures from Sierra Chart. I noticed in the Time & Sales window each trade volume for BTCUSDT futures shows as 10, 20, etc. That doesn’t look like single trades on Binance, since traders usually don’t trade exactly 10 or 20 BTC. I didn’t set it to combine records(or combine trades into summary for chart), so I’m wondering — does Sierra Chart use Binance’s aggregated trade data, or does it combine multiple small trades itself? If so, how? And how exactly does Sierra Chart define “one trade” when plotting number of trades bar chart?
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| [2025-08-24 21:57:27] |
| Sierra_Chart Engineering - Posts: 20734 |
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Volume data from crypto exchanges that use fractional volumes, is not accurate in Sierra Chart. It is 10000 times the fractional volume of the trade. Which means it is multiplied, and also inaccurate because it is dropping, any decimal places beyond .0001. You really cannot rely on it too much. It is significantly wrong. 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 Date Time Of Last Edit: 2025-08-24 22:02:04
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| [2025-08-24 22:09:44] |
| User395175 - Posts: 94 |
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Thank you for the reply, but im not talking about volume, im talking about trades, tick bar, how you define what is one trade(do you aggregate it at your side or what) and make tick bar chart for binance futures?
Date Time Of Last Edit: 2025-08-24 22:11:12
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| [2025-08-24 22:33:36] |
| Sierra_Chart Engineering - Posts: 20734 |
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Every trade is considered a single trade as reported by the exchange. In this case Binance. There is no combining.
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 |
| [2025-08-24 22:42:40] |
| User395175 - Posts: 94 |
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Thank you, do you mean sc are using Binance websocket Aggregate Trade Streams? Or which Biannce websocket market data stream sc are using to make number of trades bar chart? you can see the attached pic, many different websocket market data stream for Binance futures. And if i try to use Binance websocket data stream to make same tickbar chart as in sc, which Biannce websocket market data stream should i use?
Date Time Of Last Edit: 2025-08-24 23:41:39
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| Screenshot 2025-08-24 at 23.41.36.png / V - Attached On 2025-08-24 22:42:35 UTC - Size: 395.74 KB - 7 views |
| [2025-08-25 12:57:21] |
| Sierra_Chart Engineering - Posts: 20734 |
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One thing we forgot about, is on our servers all historical, but not real-time, crypto currency data is combined into 1 second units to minimize space usage, because there is way too much crypto currency data to store. And it would take a long time to download. If you want to avoid this, then just simply keep Sierra Chart running, with the charts open for the symbols you want to look at. That data will be tick by tick. Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration The above only applies to real-time data for crypto currency symbols. We have to look over those data feeds and see what we are using. We cannot answer this right now. 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 Date Time Of Last Edit: 2025-08-25 13:02:37
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| [2025-08-25 22:43:56] |
| User395175 - Posts: 94 |
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Thank you, waiting for the answer what data feed sc uses. And you mentioned "on our servers all historical, but not real-time, crypto currency data is combined into 1 second units to minimize space usage", does it affect the binance futures number of trades bar chart? If i use the historical data to make number of trades bar chart on sc, it will be different from what i see using real time data feed(with all the same setting)?
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| [2025-08-26 00:02:16] |
| Sierra_Chart Engineering - Posts: 20734 |
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It has a slight effect: does it affect the binance futures number of trades bar chart?
For each chart bar, the high and low values could be slightly different when the Number of Trades Bars, are constructed of 1 second data as compared to 1 Tick Data.We had a quick look at this and we are not going to answer this question: , waiting for the answer what data feed sc uses.
We are definitively not going to spend the research time, into this. Binance is a total mess and we are not going to get involved in their garbage further.
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 Date Time Of Last Edit: 2025-08-26 00:02:54
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