Support Board
Date/Time: Wed, 15 Jul 2026 01:28:42 +0000
Post From: BTC_USDT_PERP_BINANCE discrepancy in volume reported with binance official feed ?
| [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 |