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Date/Time: Wed, 25 Apr 2018 10:38:51 +0000



Post From: Bitmex group orderbook depth

[2017-10-30 22:14:38]
Sierra Chart Engineering - Posts: 59414
You just needed to use Edit >> Screen Images >> Upload Chart and that will not include the attached Trade Window. Or you could detach the Trade Window and hide it.


As you can see, there are holes in the bid/ask on several price levels on the precision adjusted chart.
This can just simply be due to differences in rounding. We do not know how BitMEX does rounding. In Sierra Chart, when you are combining to 1.0 units, .5 through .9 is rounded up and .1 through .4 is rounded down.

The other problem is when you are comparing the uncombined market depth in Sierra Chart to BitMEX, the BitMEX depth you are showing is still combining to 1.0.

The only valid comparison is to look uncombined market depth data from BitMEX, and compare that to the uncombined market depth you see in Sierra Chart.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2017-10-30 22:16:01