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Date/Time: Thu, 02 May 2024 15:04:22 +0000



Bitmex open prices on 1-minute chart off by a tick

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[2020-03-10 21:14:56]
User980227 - Posts: 7
Hello,

I have connected Sierra to my Bitmex account following your procedure and I am effectively getting historical OHLC data through.
But the XBTUSD open prices on a 1-minute frequency in Sierra are very often off by a tick compared to Bitmex.

Thank you very much for your help.
Date Time Of Last Edit: 2020-03-11 14:54:16
[2020-03-11 22:21:36]
Sierra Chart Engineering - Posts: 104368
What you see in Sierra Chart is actually correct compared to BitMex.
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
[2020-03-12 07:40:38]
User980227 - Posts: 7
(1) Can you explain why there is a delta in 1-minute XBTUSD open quotes between SC and BitMex?
(2) How can SC be correct and the exchange incorrect?
(3) Is this well known and has been documented (I have not found anything on this in your support board)?

In advance thank you very much for fully justified answers.
[2020-03-12 08:48:08]
Sierra Chart Engineering - Posts: 104368
Well understand, We are not going to go to any extensive effort to prove anything definitively. If you do not want to use Sierra Chart that is fine.

What we have heard from years ago, is the opening price you see in the charts from BitMex, are equal to the prior closing price. It is not the real open.

In any case, what we provided Sierra Chart is definitively accurate and we just leave it at that. We are not going to answer anything further.
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: 2020-03-12 08:48:33
[2020-03-17 15:39:34]
User980227 - Posts: 7
Thank you for your feedback.

But I struggle to understand the below observation.

I am using BitMex's API key to get XBTUSD data on two platforms, among which Sierra Chart.

But I get different data points on both platforms.

How is this technically possible since I am using the same Bitmex API key to fetch data?

Thank you very much for your explanation.
[2020-03-17 17:11:12]
Sierra Chart Engineering - Posts: 104368
BitMex is garbage. Do not ask us about this trash again. We are not going to waste our valuable time with that garbage. There is an explanation for this, and it is because that is a substandard data feed.

We are not here to waste our highly valuable and intelligent time on crap questions like this. Don't waste our time. This is regarded as an abuse of our time.
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: 2020-03-21 22:50:48

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