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Direct MessagesDate/Time: Sat, 20 Apr 2024 07:22:34 +0000
Market depth historical graph problems
View Count: 1401
| [2018-09-05 17:43:54] |
| nus1 - Posts: 39 |
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Hi, -auto coloring logic stopped working, 0 transparency for any price(tried multiple scenarios) -detectable market depth range narrowed significantly(10x+ times less than before) P.S. Also just checked - depth readings are incorrect & different depth given : time frame selected All happened today. Updated to newest version, market depth detectable range doubled - still nowhere near adequate(10x+ times less than before) Date Time Of Last Edit: 2018-09-05 18:03:46
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| [2018-09-05 18:56:12] |
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We do not know how you are coming to the conclusions that you are and we really are not understanding this. Provide an image of the chart or Trade DOM, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-09-05 20:56:07] |
| nus1 - Posts: 39 |
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Apologies for previously being incoherent, hope the following are clear enough. 1. Block Coloring Logic @ minimum volume intensity percent 0-90, every price level shows as 90 no matter the setting 2. Market depth representing range @ shows price levels in the range 7037 - 6820(at this point in time @ XBTUSD-BMEX) -has improved some since post -at the moment range is ~200$ before was ~1500$(came to the conclusion by using it for over a month) 3. Depth levels presenting incorrectly; came to the conclusion by checking exchanges order book -3m$ missing below already presented ASK which was incorrect in itself by ~200k$ 4. Different time frame presents different market depth on chart; came to the conclusion by changing time frame / running few different time frames at the same time on multiple charts. Bare in mind till 10h ago, none of the above were the issues. UPDATE: issues 3&4 resolved themselves(were like that for bigger part of the day), no adjustments were made. Date Time Of Last Edit: 2018-09-05 21:22:19
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| [2018-09-05 21:29:55] |
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You are asking about a crypto currency market and a data feed that we do not control. We are declining support for this. We simply are not going to waste our valuable time on something we have no control over and go through extensive analysis and explain this. We are not going to follow-up further on this and this is marked as a User Discussion. We are not going to get involved in this whatsoever. This is exactly the kind of support request, that is a waste of our time. And we will not get involved with. There can be no doubt that what you see is functioning 100% correctly as designed based on the data. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-09-05 21:36:54
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| [2018-09-19 22:19:16] |
| nus1 - Posts: 39 |
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Ok, I did it again market depth is completely out of whack on Bitmex after volatile spike. Connected to different servers - same. Deleted / downloaded data - same. Tried various chart update intervals - same. You claim it's functioning 100% correctly based on data??? So please explain how it's working properly on Tensor Charts? |
| [2018-09-19 22:54:43] |
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We are not willing to undertake the analysis on this and this is the basic point. Therefore, we cannot answer your question. This is probably a several hour effort costing hundreds of dollars and we are not willing to undertake it. We have to set priorities. The market depth data is from an outside source which we do not control. One thing though we are interested in though is when you go to the chart and select File >> Open Market Depth Window, do you see any problem with the current market depth data? This is an issue we can look at, and reestablish the connection to BitMex if there is a problem with that. We would rather lose you as a customer rather than getting involved in this. This is just not worth our time. Once again this is not worth our time. You do not realize the major complexity to analyze this. And ultimately we are dealing with data that we do not have control over. Do users report a problem with CME market depth data, like this? Of course not, because that is properly provided and stable data. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-09-19 23:02:46
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| [2018-09-19 22:58:13] |
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We see you are running version 1809 and if it is related to a market depth issue in that version, then update again with Help >> Download Current Version. But that would be quite obvious if it is because you would not see any data listed in File >> Open Market Depth Window. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-09-19 23:08:26] |
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But thinking about this some more, being that there are 500 market depth levels with BitMex, one thing we need to look into is if all of those levels are being used by the Market Depth Historical Graph and how that can be limited. Since that is too many levels.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-09-19 23:33:03] |
| nus1 - Posts: 39 |
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Did as you asked, Market depth window wasn't working properly(I'll be sure to check it next time as never use it) Reinstall same 1809 version and it fixed the problem. From a trading point of view(having no clue in code process), 500 levels on BTC is required due to it's volatility. Thank you. |
| [2018-09-20 00:17:06] |
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If there is a problem with what you see in the Market Depth window itself this is almost certainly is going to be due to some kind of faulty data in some way from BitMex. What we can then do is reestablish the connection to BitMex. What exactly is going wrong would be quite difficult to isolate though. But if the frequency is not common the best thing we can do right now is just reconnect. We did check now on one of our servers and did not see any obvious problem. So just let us know when you do see this particular issue. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-09-20 00:17:38
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| [2018-09-20 09:52:12] |
| nus1 - Posts: 39 |
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Ok, will do, thank you. Also gave some thought on 500 levels, Bitmex use 0.5$ as smallest increment that's 1000 independent depth levels to account for if I understand this correctly. Anyways that's for your consideration. |
| [2018-09-21 23:07:23] |
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1000 levels if you count both the bid side and the ask side together. Yes this would be correct.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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