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Direct MessagesDate/Time: Sat, 18 May 2024 15:40:57 +0000
Again Bitmex orderbook issues
View Count: 774
| [2019-06-04 09:01:38] |
| User619308 - Posts: 7 |
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I have yet another problem with bitmex order book, yesterday ticker don't work properly all day, I had accepted that and I didn't trade with my study. But today serious problem apeared, in my opinion of cource, values of levels in orderbook are completly worhtless and wrong, now SierraChart displays 32k on top buy while on the bitmex is 600k(checked vie webpage and api), there is serius issue in my opinion and it must be fixed ASAP, because people can loss a lot of money if they are using ACSIL for orderbook based trading. Please fix that quickly.
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| [2019-06-04 10:43:29] |
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Yesterday with BitMex they were sending Ask side orders with a price of 0 and this was causing a problem with the market depth data so we added a filter to filter any orders with a price of 0 but apparently that was affecting the order quantities at each market depth price level for a reason which is not clear to us. Maybe in some cases those were valid? We are not really sure. Anyway, we removed that filter and it does not seem necessary any longer and the market depth looks fine now. 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: 2019-06-04 10:44:16
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