Support Board
Date/Time: Wed, 15 Jul 2026 01:32:45 +0000
BTC_USDT_PERP_BINANCE discrepancy in volume reported with binance official feed ?
View Count: 226
| [2026-05-29 15:36:04] |
| valk - Posts: 5 |
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Hi SC team, ON 2026-05-29 between 14h00 and 15h30 UTC (16h00 and 17h30 screenshot time) Binance: spikes of volume above 600 BTC Sierra Chart: no spikes of volume, volume stays below 200 BTC see screenshot. I have not touched my SC configuration and it's the first time I get this. Is there a problem on my side or do you have the same conclusion on your side please? |
 v1_1min.png / V - Attached On 2026-05-29 15:32:31 UTC - Size: 330.98 KB - 70 views |
| [2026-05-29 16:09:50] |
| John - SC Support - Posts: 47196 |
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We do not see any spikes in Volume data at that time for the "BTCUSDT_PERP_BINANCE" symbol. Although we do not understand how the Volume values you and Trading View are showing are derived, as the volumes are near 2 million around that time. See the attached screenshot for what we see. The only thing we can say is that the data comes from Binance. If there is a question about the data, then you would need to ask them about it, as this is what they have provided to us. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| BTCUSDT_PERP_BINANCE[M] 1 Min #5 2026-05-29 11~07~22.277.png / V - Attached On 2026-05-29 16:09:48 UTC - Size: 31.42 KB - 53 views |
| [2026-05-29 19:25:32] |
| valk - Posts: 5 |
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Thank you John. Your screenshot confirms we have the same situation. My source of data is Binance website at https://www.binance.com/en/futures/BTCUSDT --- To explain volume values --- SC counts volume per contract. 1 contract = 1 volume Binance displays BTC volume using a ratio 1 BTC volume = 10,000 contract so when Binance displays 200 BTC, SC displays 2,000,000 volume, My SC has a "divide volume by 10,000" study to display volume as Binance does. ------ The problem keeps happening as you can see on this new screenshot at 20h52 (18h52 UTC) Binance reports on their website ~3,000BTC which should be ~30 million volume on SC but SC only reports 3 million volume. Do you need more info from my side? Thank you for taking the time to look into this. Date Time Of Last Edit: 2026-05-29 20:17:43
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| v1_1min_at_2100.png / V - Attached On 2026-05-29 19:23:38 UTC - Size: 302.95 KB - 53 views |
| [2026-06-01 21:07:00] |
| Sierra_Chart Engineering - Posts: 24259 |
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At this point, in summary, quantity/volume/size values from Binance are not handled properly in Sierra Chart and are just simply inaccurate. This will all be resolved in about 90 days and we apologize for this issue. Sierra Chart only supports integers for volumes and quantities and sizes. This is gradually changing where Sierra Chart will support fractional volumes. We expect this will all be solved in about 90 days but we are not totally sure yet. This does not make sense to us and is not true: SC counts volume per contract. 1 contract = 1 volume Binance displays BTC volume using a ratio 1 BTC volume = 10,000 contract Basically we take the fractional volume from Binance and multiply it by 10,000 in order to shift the values to the left of the decimal point as reasonably as possible but this is just not accurate. To get the actual volume you need to divide by 10,000 in Sierra Chart but you are going to simply lose some volume anyway. This would be the volume that is simply lost that is still to the right of the decimal even after the multiplying by 10,000. We need to implement a proper solution to that and we are actively doing that now. We cannot spend further time discussing this. This is also the reason why we have not released support for Coinbase yet. Until Sierra Chart can properly handle fractional volumes we just are waiting to release that. 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 |
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