Login Page - Create Account

Support Board


Date/Time: Tue, 23 Apr 2024 20:10:56 +0000



Post From: Binance volume discrepancy

[2021-10-26 07:54:43]
User365411 - Posts: 171
We cannot provide further help regarding this other than referring to:

Cryptocurrency / Bitcoin Data and Trading Services: Notes

Well, I expected such a response.

However, the problem in this case is not with the Binance data but how them are processed, because by directly downloading the 1 minute data from your server or by locally compressing the 1 second data downloaded from your server to transform them into 1 minute data you get the same results, so there is something in your compression algorithm that in this case is not working as it should.

And I'm not talking about volumes displayed by Volume bY Price or Number Bars studies which obviously change with 2 different resolutions, but the classic volumes under each candle should not change.

If you do not intend to investigate further I advise you to warn users at least by writing in the link you provided that the volumes correspond to the real ones (about ...) only if they are downloaded with Intraday Data Storage Time Unit= 1 second and do not compress them locally afterwards with the Intraday Data File Management
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#IntradayDataFileManagement

TY
Date Time Of Last Edit: 2021-10-26 07:56:46