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Date/Time: Fri, 23 Apr 2021 05:41:53 +0000



Now Available: Binance Data Feed!

[2020-12-18 09:05:27]
Sierra_Chart Engineering - Posts: 1036 | Ending Date: 2021-09-29
The Binance market data feed is now available. This is for market data only.

It is available when Global Settings >> Data/Trade Service Settings >> Service is set to SC Data-All Services.


Follow the instructions here to update the Symbol Settings:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettings

You can access the symbols through File >> Find Symbol >> Binance >> (Get Binance Symbols) >> Get Symbols [button].


For more information, refer to:
https://www.sierrachart.com/index.php?page=doc/CryptocurrencyDataServices.php#SetupInstructions

The Binance symbols can also be accessed when using various other Trading services. Specifically the ones that also provide access to BitMex symbols.

Historical data is only being maintained as of December 18, 2020. Not earlier. We have no other prior data for the Binance symbols.

The most actively traded Binance symbol is:
BTCUSDT-BINANCE

We have seen some issues with market depth data from Binance and as we continue to monitor we will see how best to resolve this.

Another thing to be aware of is that Binance uses fractional quantities. Sierra Chart does not have support for fractional quantities for trades. Fractional quantities are supported for orders and market depth data but not for trades. So what we do is we multiply the quantity by 1,000,000 in order to shift the values to the right of the decimal point over to the left and the portion to the left of the decimal point is what is used as the quantity.

In some cases this may not be sufficiently large enough of a value and in other cases, it is too large of a value. At this point in time we just do not have a good solution to this and we do not think we ever will. There just is not a proper way to solve this without support for fractional quantities.

We may change the multiplier to 10,000 as we typically have used in the past.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-12-18 10:44:26
[2020-12-18 10:07:09]
Lonhro - Posts: 10 | Ending Date: 2021-05-12
Awesome

Just to clarify is this only for the spot exchange (Binance)?

Do you plan to add Binance Futures (USDT Perpetuals) in the future? They're the most traded instruments. - https://www.binance.com/en/futures/BTC_USDT

Here is the list of perpetual futures - https://www.coingecko.com/en/exchanges/binance_futures
[2020-12-18 10:14:28]
User206920 - Posts: 12 | Ending Date: 2021-05-16
Great news. +1 on Perp futures, they are the most traded ones.
[2020-12-18 10:22:44]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Yes these are accessible in the list of symbols. That is one of the symbols we gave in post #1.

They are all included.
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-12-18 10:22:54
[2020-12-18 10:38:42]
Lonhro - Posts: 10 | Ending Date: 2021-05-12
I can't find the futures products. They're definitely the spot markets after comparing them.

Compare this (spot) to the BTC in Sierra - https://www.binance.com/en/trade/BTC_USDT


This is the futures Perp - https://www.binance.com/en/futures/BTC_USDT

Honest mistake, because I know crypto has so many nuiances/confusing quirks compared to traditional futures.
[2020-12-18 11:52:44]
User101680 - Posts: 9 | Ending Date: 2021-05-20
lonhro....i fear y are right...all the shitcoins....but no perps...
Date Time Of Last Edit: 2020-12-18 12:00:57
[2020-12-18 12:54:11]
User870514 - Posts: 25 | Ending Date: 2021-09-21
Thank you for adding Binance Spot. Looking forward to the Futures.
[2020-12-18 17:32:16]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
We will make sure the futures are included. Give us a couple of days on this. We need to research this.

We will also be adjusting the quantity/volume multiplier down to 10,000.
Sierra Chart Support - Engineering Level

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[2020-12-18 19:54:21]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Also, for the record we have absolutely no technical regard at all for Binance. The technical aspects of it are poorly designed and substandard and inefficient.

The technology we offer through our own data feeds, is monumentally superior and high-performance by comparison.
Sierra Chart Support - Engineering Level

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[2020-12-18 20:10:04]
BitScalp - Posts: 2 | Ending Date: 2019-10-06 [Expired]
So how's it going with that Sierra Exchange thing?
[2020-12-19 07:50:07]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
The plan for a new exchange and this was meant to be an exchange that had precious metals as a backing, and only involved precious metals and crypto currencies and not any government currencies, was placed on hold so we could focus on our core business which is very important.

Gradually though, we have been working on all of the technical functionality for the exchange and should be completing that over the next few months.

And then we will have a look again at the exchange this year to see what we can do.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-12-19 07:50:48
[2020-12-19 08:38:06]
User101680 - Posts: 9 | Ending Date: 2021-05-20
but y guys kicked out deribit..right?
[2020-12-19 19:23:40]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Deribit market data is still supported. There have been no changes with Deribit. Although we did remove option symbols because we had too many problems with requesting market data from their systems for a large number of symbols.

There was no problem previously but what started to happen is they made changes, Deribit, where they were disconnecting every time we would make a significant number of requests for market data upon the connection. So then we would space these out significantly even over an hour and we would still get disconnected. The whole thing was plain silly.

So everything was fine and stable in the beginning and Sierra Chart would always interact very efficiently with the Deribit system but then they made changes which caused disconnections further causing endless connections and requests and therefore creating the exact problem they were trying to solve. The whole thing is just plain ridiculous and a waste of our time.

This is why all these crypto currency services not worth our time. And why we will never never ever provide trading support for a crypto currency exchange. Never going to happen at all. That is a monumental waste of our time and endless ongoing support.

We will look at decentralized trading and market data which we very much want to support.

The only trading that makes sense is decentralized trading, but it does have the issue of not being able to use leverage if it is truly decentralized.

And once again we are reaffirming, that we are massively unimpressed with Binance.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-12-20 20:08:33
[2020-12-20 20:07:54]
Sierra_Chart Engineering - Posts: 1036 | Ending Date: 2021-09-29
We should have the futures implemented later this evening.

What we see though is the symbols are the same as the non-futures data feed. This is very odd. So we have to add some other identifier like -FUT to them.
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[2020-12-20 20:24:08]
User206920 - Posts: 12 | Ending Date: 2021-05-16
honestly there is not much reason to offer data for spot market. futures are what sierra users really want
[2020-12-21 00:30:37]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Ok good, we will just focus on the futures then. We will get this operational this evening.
Sierra Chart Support - Engineering Level

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[2020-12-21 12:15:13]
User101680 - Posts: 9 | Ending Date: 2021-05-20
dear SC team,

KUDOS....

the binance futs volume & tape data for the BTCUSDT perp is very good...(DOM not so much..)
Date Time Of Last Edit: 2020-12-21 12:15:35
[2020-12-21 13:23:07]
Calculus - Posts: 41 | Ending Date: 2021-09-24
honestly there is not much reason to offer data for spot market. futures are what sierra users really want

I don't think so, there's massive action and interest on spot.
Date Time Of Last Edit: 2020-12-21 13:23:23
[2020-12-21 13:45:23]
User870514 - Posts: 25 | Ending Date: 2021-09-21
Spot and Futures both please.
[2020-12-21 14:47:56]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
We have the Binance futures data now available.

You can search for the symbols as explained at step 7 here:
https://www.sierrachart.com/index.php?page=doc/CryptocurrencyDataServices.php#SetupInstructions

This is an example symbol:
BTCUSDT_FUT_BINANCE

The futures data is going to work much more reliably. The spot data, really is very problematic on the Binance side. Once a connection is established, it takes a few minutes for data to even be received. Therefore, sometimes you will notice missing and stopped data when there is a reconnection on our systems. Please keep that in mind.

And all volume/quantity values are multiplied by 10,000.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-12-21 14:49:00
[2020-12-21 14:58:26]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
The spot data feed from Binance is essentially not functional. We probably are just going to drop it. It is completely ridiculous. There is no way to describe this other than it is trash. This is just completely ridiculous and absurd. We are just wasting time with this. Do not expect this from Sierra Chart.


The whole reason Binance took such a long time, is because we did not want to get involved with it. And this is now being reaffirmed as the all the stupid problems we are dealing with.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2020-12-21 15:04:42
[2020-12-21 15:36:35]
User870514 - Posts: 25 | Ending Date: 2021-09-21
Binance Spot is down for scheduled maintenance but have connected to Futures, looks good.
Thank you.

For people constructing the charts, tick sizes vary per instrument.
https://www.binance.com/en/futures/trading-rules
Date Time Of Last Edit: 2020-12-21 15:49:04
[2020-12-21 16:48:17]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Does this look good:
http://www.sierrachart.com/image.php?Image=1608569028889.png


Binance is only proving ourselves right with what we have to say. Look at that data error. That just simply never happens on any exchange. And now we see this with Binance.

And critically think about this alleged "maintenance". That should never happen. They should have other systems always operational in parallel for order matching and market data.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-12-22 05:20:31]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding the data errors like this with Binance:
http://www.sierrachart.com/image.php?Image=1608569028889.png

We have verified, that there is no problem on the Sierra Chart side regarding this. However, we are going to see if there are any fields of information in the trade messages which would indicate a particular trade should not be processed.

If this turns out to be an ongoing issue, these errors are not going to be anything we are going to take the time to remove.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-12-22 14:36:07]
User719206 - Posts: 51 | Ending Date: 2021-05-11
It's cool BTC USDT FUT is working, is it sheduled to add BTC USD PERPETUAL ? And all the other perpetual who are not in usdt but in USD on Binance ? thx for your answer.
[2020-12-22 15:40:13]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
All Binance symbols are now available. You can access the symbols through File >> Find Symbol >> Binance >> (Get Binance Symbols) >> Get Symbols [button].


For more information, refer to:
https://www.sierrachart.com/index.php?page=doc/CryptocurrencyDataServices.php#SetupInstructions
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-12-22 17:57:59]
User719206 - Posts: 51 | Ending Date: 2021-05-11
Maybe it's my mistake and I dont see something , if it's the case I'm REALLY sorry , but I think maybe it miss some symbole, btc usd spot market is here, but if there is btc usd perpetual I would be curious to no in wich name (there is 2 btc perpetual future, the USDT and the USD, (I dont see the 2 bimenstraul btc usd future too )
Date Time Of Last Edit: 2020-12-22 17:59:02
[2020-12-22 20:28:37]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
We do not know what symbol is what with Binance. All the symbols are listed.
Sierra Chart Support - Engineering Level

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[2020-12-22 20:35:29]
Lonhro - Posts: 10 | Ending Date: 2021-05-12
Is this quite possibly Sierra Chart greatest achievement of all time???
[2020-12-22 21:24:14]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
No definitely not. If you are referring to Binance. It is not a great achievement at all. We would rather not get involved with this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-12-22 21:24:28
[2020-12-23 11:04:43]
User719206 - Posts: 51 | Ending Date: 2021-05-11
Definitly ,All the symbols are not listed ,please take 2 min to understand because what you say is incorrect.
https://www.coingecko.com/fr/platesformes/binance_futures ,

in this link you have the proof that there is 2 perpetual on binance ,
you have the spot market ( btc usd, btc usdt) and 2 future perpetual (btc usdt and BTC USD) and for each perpetual XXXUSDT there is the equivalent in USD , each time. The perpetual BTC USD Is the second more traded by volume on binance, it's important. to tell that all the symbole are listed you have to add all the perpetual in usd.

Tanks for your attention.
[2020-12-23 12:15:02]
User365411 - Posts: 107 | Ending Date: 2021-12-29
Maybe this link can help SC staff.
https://www.binance.com/en/amp/blog/421499824684900821/Binance-Futures-Introduces-COIN-and-USDTmargined-Categories-for-Futures-Contracts

USDT-margined Futures are XXX-USDT futures
COIN-margined Futures are XXX-USD futures

spot, usdt-m and coin-m have different api endpoint
https://binance-docs.github.io/apidocs/delivery/en/#general-info
Date Time Of Last Edit: 2020-12-23 12:39:07
[2020-12-23 20:05:17]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Ok we will check on other endpoints available.
Sierra Chart Support - Engineering Level

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[2020-12-26 11:33:45]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
We have released 40 additional Binance symbols.

One of them is:
BTCUSD_PERP_BINANCE

Hopefully we have them all now.

You can access the symbols through File >> Find Symbol >> Binance >> (Get Binance Symbols) >> Get Symbols [button].
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-12-26 20:22:18
[2020-12-27 04:04:42]
User447451 - Posts: 8 | Ending Date: 2021-04-10 [Expired]
thank you guys for adding binance futures it has had a great positive impact on my trading

while there is some random paints outside of the normal which creates these rogue wicks, that is the only issue I have right now

the order flow / volume data is fantastic, so thank you for your efforts, its appreciated
[2020-12-27 05:08:23]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding post #35, rogue wicks, provide an image of the chart showing this following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-12-27 21:50:04]
User447451 - Posts: 8 | Ending Date: 2021-04-10 [Expired]
http://www.sierrachart.com/image.php?Image=1609105658191.png


similar to what has been posted before , this is a zoomed out chart, but many of the futures symbols have these wicks which are created by trades that print at very strange levels - while it does not really effect order flow analysis as much, it makes it so the candlestick based charts are harder to navigate, and indicators sometimes skew because of the prints.

like I said its not a huge deal to me because I'm looking primarily at order flow, but if there was a way to resolve this it would be great
[2020-12-27 22:21:16]
User618539 - Posts: 11 | Ending Date: 2021-05-18
dear SC Team,

reg the binance OF data for the BTCUSDT future...

Q: see attached pic---are those isolated prints on the V@P chart real trades? aka real executed trades? most likely not i wld guess...but i wld guess those prints do cause the wicks for the price charts

cheers
imagenance_Perps.PNG / V - Attached On 2020-12-27 22:12:26 UTC - Size: 102.87 KB - 110 views
[2020-12-27 22:33:09]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding post #37, those out of range values are being transmitted for the symbol by Binance and so far we have not determined how to filter them out.

Use this symbol instead:
BTCUSD_PERP_BINANCE

Regarding post #38:
-are those isolated prints on the V@P chart real trades?
These are trades received from Binance that is all we can say.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-12-28 04:46:06]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding the out of range values like you see for at least this Binance symbol:
http://www.sierrachart.com/image.php?Image=1608569028889.png

We think we now discovered the field of information in the trade message which we need to use to filter these out.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-12-28 09:55:40]
User618539 - Posts: 11 | Ending Date: 2021-05-18
hello SC Team,

this DOM / orderbook on the BTCUSDT_FUT is not working, not updateing correctly...it seems...lots of old lmt orders not cleared out in the OB data feed it looks

not y fault i guess, just to let y know

cheers
imagenance_fut_DOM.PNG / V - Attached On 2020-12-28 09:50:29 UTC - Size: 56.13 KB - 87 views
[2020-12-28 10:34:02]
User870514 - Posts: 25 | Ending Date: 2021-09-21
I have't delved into the order book / DOM but is it possible that order spoofing is the cause?
Unregulated market remember, so filtering out the spoofers is another level of work to keep the feed clean.
Also bear in mind that there are wash trades.
It may or not be worth Sierra time to do this, depends on the workload and client demand but thanks again Sierra for the integration.
Date Time Of Last Edit: 2020-12-28 10:36:52
[2020-12-28 10:44:55]
User618539 - Posts: 11 | Ending Date: 2021-05-18
hey mate,

no..spoofing is not the issue here...its simple the OB data feeds not updateing correctly..as y just cant have resting buy lmts above the BBO or sell lmt below the BBO...makes no sense...this is simply "old" data not updateing / overwriting with new data..

look at the ETH fut...the OB theres working just fine...
Date Time Of Last Edit: 2020-12-28 10:45:52
[2020-12-28 11:05:28]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
As we said we are very very unimpressed with Binance. It is a problematic and poorly designed data feed.

For example, we restarted the connection to Binance on one of the servers, and as of yet, no trade data is even being sent by binance. Just now we did a reconnection to see if we can get the feed restarted. We will see.

Expect problems. We will do our best with it. But understand it is provided as is and at some point we are just not going to respond to further problem issues.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-12-28 11:10:36
[2020-12-28 14:44:26]
User870514 - Posts: 25 | Ending Date: 2021-09-21
Just a heads-up, Binance is now offering both American style and European style options if it is worth Sierra's time to integrate them.
[2020-12-28 21:46:12]
BitScalp - Posts: 2 | Ending Date: 2019-10-06 [Expired]
Brilliant, ppl now asking to plot the full options surface from Binance, I can't imagine a better way to piss off the Sierra support..
[2020-12-29 01:34:17]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding the out of range values like you see for at least this Binance symbol:
http://www.sierrachart.com/image.php?Image=1608569028889.png

We think we now discovered the field of information in the trade message which we need to use to filter these out.

This is now resolved. We have corrected the historical data as of December 28, 2020 UTC time, approximately.

Follow the instructions here:
https://www.sierrachart.com/index.php?page=doc/helpdetails2.html#IntradayCharts_DeletingAndRedownloadingData

Also we did implement a solution for what we call overlapping market depth data where there are levels beyond the best bid and ask which should not be there. There can be some temporary conditions where this does not work properly but we are working on a solution to that.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-12-29 02:15:15]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
We think we now have everything working well with Binance market data feeds. We are going to do some final updates over the next 30 minutes and going forward, we think everything should work well and be stable.


The only other outstanding item is that symbols with this type of format:
BTCUSDT_FUT_BINANCE

According to the ContractType field are actually considered perpetual contracts. We used this particular suffix _FUT_ because the connection addresses for these, are for "futures". So all of this is not very clear for us. We can make a correction but then the old symbol format will no longer be valid.
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Date Time Of Last Edit: 2020-12-29 03:10:13
[2020-12-29 13:23:44]
01110010 - Posts: 29 | Ending Date: 2021-04-20 [Expired]
As someone who has traded on binance/binance futures for a while, I would recommend the following symbol formats:

the contract that is currently labelled as BTCUSDT_FUT_BINANCE is infact a perpetual contract, as you were aware. This is by far the highest volume and most traded of all the contracts on binance futures. It would make intuitive sense to label this one as BTCUSDT_PERP_BINANCE instead, this is how it is commonly known/recognized.

the contract that is currently labelled as BTCUSD_PERP_BINANCE is also a perpetual contract. The difference between this one and the first one is that this is an inverse perpetual, meaning it is margined with BTC, rather than with USD/USDT. This one is a lot less traded and is very much a secondary contract to the main first one, It would make sense to label this as something like BTCUSD_INVERSE_PERP_BINANCE, or BTCUSD_CM_PERP_BINANCE (CM stands for 'coin margined', which is a common term in crypto derivatives). On the Binance website this is how they differentiate the two, the main perpetual is classed as 'USDT margined', and the inverse perpetual is called 'coin margined'.

The *actual* Futures, as opposed to the perpetuals which never expire, are currently labelled as BTCUSD_210326_BINANCE, and BTCUSD_210625_BINANCE, with the numbers obviously corresponding to the quarterly expiry dates. These are fine to leave as they are, however perhaps attaching the _FUT suffix may make them a a bit clearer.

I hope I explained this well enough, can definitley see how it's confusing.
Date Time Of Last Edit: 2020-12-29 13:34:47
[2020-12-31 08:32:08]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding post 49, the contract with the current symbol: BTCUSDT_FUT_BINANCE

Will be changed to
BTCUSDT_PERP_BINANCE

As well as other perpetual contracts on that same feed.


Regarding this contract:
BTCUSD_PERP_BINANCE

This portion of it:
BTCUSD_PERP

is from Binance. We have only added the suffix _BINANCE. So we will not make any changes to that.

And symbols like this: BTCUSD_210625_BINANCE which are also on the same connection as BTCUSD_PERP, we will leave the symbol naming the same.



We are working on the changes now.
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Date Time Of Last Edit: 2020-12-31 08:32:26
[2020-12-31 10:15:27]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
The symbol changes described in post 50 are now released on one server. Update: The other server was completed about 30 minutes later. So this is now all complete.

Be sure to update the symbols.

You can access the symbols through File >> Find Symbol >> Binance >> (Get Binance Symbols) >> Get Symbols [button].
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Date Time Of Last Edit: 2020-12-31 23:30:03
[2020-12-31 21:19:34]
User447451 - Posts: 8 | Ending Date: 2021-04-10 [Expired]
in regards to post #47 and strange prints - has this filter/fix been deployed to other futures contracts or just BTCUSDT perp ? it appears that there are still some wicks on other contracts such as the ETHUSDT perp
[2020-12-31 23:28:14]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
The most recent data for that symbol looks clear of any out of range values:
http://www.sierrachart.com/image.php?Image=1609457238924.png

We added two different kinds of filtering. One of them was added about 3 days ago and another one about .5 days ago. Prior to this, there is no filtering so you will see some out of range values at earlier days.
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Date Time Of Last Edit: 2020-12-31 23:29:32
[2021-01-01 17:52:17]
User447451 - Posts: 8 | Ending Date: 2021-04-10 [Expired]
Thank you for the response, yes all the out of range values are indeed in earlier days
[2021-01-01 22:00:25]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Notice:

We are doing some system maintenance at this time on our servers. We encountered a missing data issue with Binance data but we are going to be patching that, in the next couple of hours. Also there will be a failure to connect to one of the systems but there will be a reconnection to the other available system.
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[2021-01-02 06:24:02]
Sierra_Chart Engineering - Posts: 1036 | Ending Date: 2021-09-29
During the system maintenance, unfortunately we lost some historical Binance data because we did not have data recording going on for certain periods of time. In one case about 20 minutes for some symbols, and in another case about three hours for some symbols.

All of our market data systems are designed in such a way to avoid this. But there was just certain conditions which led to it. We are disappointed in this, but we have made changes to prevent it again and we will add additional redundancy.
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[2021-01-03 00:15:10]
Himalaya - Posts: 10 | Ending Date: 2018-09-21 [Expired]
In a perfect world, what would you guys need to get your own Crypto/Metals exchange going? How much in funding, time? Would you be willing to take on investors?

With the SierraCharts front-end You guys would become the go-to exchange for serious crypto traders and suck in a large amount of liquidity from all of the other exchanges with their Tradingview charts and sub-standard APIs in a very short time.
[2021-01-04 08:24:04]
User618539 - Posts: 11 | Ending Date: 2021-05-18
dear SC team,

the DOM for the symbol BTCUSDT_PERP is stil a mess...

this product is one of the most imp BTC perps to watch imo..so, it wld be just wonderful if this DOM cld be fixed...

TIA!
imagedom.PNG / V - Attached On 2021-01-04 08:19:09 UTC - Size: 68.6 KB - 84 views
[2021-01-04 16:09:43]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding post #58, we are not observing that but we will watch it for a longer period of time. However, this means that data is fine on the server. For now just reconnect to the data feed until we determine what the cause is:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect

Regarding post #57 we need some ttime to put together an answer related to that. Thank you.
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[2021-01-05 20:09:22]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding post #58, we still do not observe this problem at all. We want you to disable the use of Custom Symbol Settings Values and reconnect to the data feed and see if that resolves it:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UseCustomSymbolSettingsValues
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Date Time Of Last Edit: 2021-01-05 20:09:40
[2021-01-14 05:00:20]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
In a perfect world, what would you guys need to get your own Crypto/Metals exchange going? How much in funding, time? Would you be willing to take on investors?
We need responsible and dedicated and intelligent people who would be involved with aspects of operations of this exchange. In regards to funding and investors, not sure we can really answer that now. Contact us through an account support ticket if you would like to help:
https://www.sierrachart.com/usercp.php?page=SupportTickets

And make reference to this post.

With the SierraCharts front-end You guys would become the go-to exchange for serious crypto traders and suck in a large amount of liquidity from all of the other exchanges with their Tradingview charts and sub-standard APIs in a very short time.
Thank you for this.

And we do apologize for the late follow-up.
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Date Time Of Last Edit: 2021-01-14 05:01:00
[2021-01-15 08:58:11]
User101680 - Posts: 9 | Ending Date: 2021-05-20
dear SC team,

reg #60

i did all the steps y described..but...DOM on my end still looks like a mess..see attached pic

TIA
imagenance_fut_DOM-1.PNG / V - Attached On 2021-01-15 08:57:33 UTC - Size: 62.21 KB - 92 views
[2021-01-15 10:18:39]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
We have no solution for post #62. We cannot reproduce it at all even over an extended time and in general problems like this are complex. It is not something we can invest any time with right now.
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Date Time Of Last Edit: 2021-01-15 10:18:50
[2021-01-15 10:57:28]
User101680 - Posts: 9 | Ending Date: 2021-05-20
in reg to post #63

if i understand correct, y are saying that when y display the DOM on y end there are no offers left stuck below the BBO and no bids stuck above? and every lmt order is updating correctly?

just to circle in on the possibilities where the prob lies.

funny thing is that the ETHUSDT perp DOM does look fine

TIA
Date Time Of Last Edit: 2021-01-15 10:58:54
imageETH_perp_DOM.PNG / V - Attached On 2021-01-15 10:54:25 UTC - Size: 45.13 KB - 92 views
[2021-01-18 03:34:50]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
When you reconnect to the data feed, do the overlapping market depth levels go away?:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect

Does anyone else notice this with that symbol?

We do not see the problem where the bid and ask market depth quantities are overlapping each other. The best bid quantity never overlaps best ask quantity. At least not for more than a second and not by much.
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Date Time Of Last Edit: 2021-01-18 03:35:42
[2021-01-20 05:49:43]
ershidu - Posts: 4 | Ending Date: 2019-06-01 [Expired]
when I custom (chart set-> tick size), the problem of #58 occur
[2021-01-20 09:22:07]
User101680 - Posts: 9 | Ending Date: 2021-05-20
hello,

in reg to post #65

if i disconnect and reconnect again, the DOM starts running correctly on the default chart settings aka ticksize as autoset from data feed...but after 1 or 2min sides are overlapping again...

ive made a little vid on this if y are interested...cld be a data prob on my end, looks like the book data just not updating ...not sure

cheers
Private File
[2021-01-22 01:15:03]
SKZ90 - Posts: 40 | Ending Date: 2021-04-05 [Expired]
Does all the orderflow tools work with this Binance market data feed?
[2021-01-25 21:08:18]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
We need some time to look over the market depth data issue with Binance data.

Does all the orderflow tools work with this Binance market data feed?
Yes.
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Date Time Of Last Edit: 2021-01-25 21:08:26
[2021-02-04 02:31:21]
User530509 - Posts: 1 | Ending Date: 2021-04-14 [Expired]
what brokers even support bitmex and binance data feeds. apologize if this question is basic, but I have no idea and would like to try them out on the platform
[2021-02-04 14:04:02]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
If you do not already have access to these data feeds, you need a direct account.

Direct Sierra Chart Account

When you are using Sierra Chart that has been provided through an affiliate, you do not have a direct paid account with us, and you wish to access functionality that is not provided in your limited version, you must have an account with Sierra Chart directly and have a standard installation of Sierra Chart. To accomplish this, follow the instructions below:

https://www.sierrachart.com/index.php?page=doc/DirectAccount.html
Sierra Chart Support - Engineering Level

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[2021-02-12 09:05:18]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding the overlapping market depth data that has been reported in this thread, with BTCUSDT_PERP_BINANCE, we now have observed this and we will get the issue resolved as soon as we can (expected this coming week). We have had other priorities to work on. Debugging market depth issues is quite involved.

We do apologize for the delay.
Sierra Chart Support - Engineering Level

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[2021-02-14 02:03:27]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding the depth issue described in post #67, we now know what the reason for this is. And why we could not reproduce it previously. It relates to when using a relatively small number for this setting and there is a significant and fast change in price:
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxDepthLevels

For now set that to 0 until we determine a solution.

We do apologize for the delay.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-14 02:05:43
[2021-02-14 10:35:22]
User101680 - Posts: 9 | Ending Date: 2021-05-20
hello SC team,

in response to #73 i can report back that this was indeed the issue...ive set the parameter to 0 now and things do work just fine now!

TIA
[2021-02-16 10:30:05]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Regarding the depth issue described in post #67, we now know what the reason for this is. And why we could not reproduce it previously. It relates to when using a relatively small number for this setting and there is a significant and fast change in price:
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxDepthLevels

For now set that to 0 until we determine a solution.
This issue is now resolved. Update to prerelease version 2231 or higher.
Sierra Chart Support - Engineering Level

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[2021-02-17 01:59:16]
User425160 - Posts: 13 | Ending Date: 2021-10-13
Would it be possible to execute order straight from Sierra Chart platform or is it just data only?
[2021-02-17 03:01:15]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
For Binance it is just market data only.
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[2021-02-27 13:13:11]
01110010 - Posts: 29 | Ending Date: 2021-04-20 [Expired]
The Binance Futures API has an Endpoint for intraday Open Interest data. It would be brilliant if it was possible to get this into Sierra for the Binance Futures symbols.
[2021-03-31 16:18:51]
nach1321 - Posts: 9 | Ending Date: 2021-05-20
With Bitmex being excluded for those in US and Binance being market data only, do you have any plan for supporting trade routing for US (other than your planned decentralized exchange)? Is there a way to rout orders via API to something like Coinbase?
[2021-04-06 05:53:09]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Due to the large amount of trading on Binance, we have had to change the Intraday Data Storage Time Unit for the historical data on our servers to 1 Second instead of tick by tick for Binance.

We are also moving the Binance data files to dedicated drives. And compressing the existing data. We will have this completed in the next couple of days.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-04-06 05:53:28
[2021-04-06 06:08:43]
samual sprat - Posts: 343 | Ending Date: 2021-05-07
Please enable order execution from Sierra chart for binance futures and spot. There is a lot of interest for this. Would be highly appreciated
[2021-04-16 08:45:51]
User734143 - Posts: 1 | Ending Date: 2021-04-26
Due to the large amount of trading on Binance, we have had to change the Intraday Data Storage Time Unit for the historical data on our servers to 1 Second instead of tick by tick for Binance.

We are also moving the Binance data files to dedicated drives. And compressing the existing data. We will have this completed in the next couple of days.

Hello. This is my subjective opinion. When information is compressed without the possibility of its recovery, there is an inevitable loss of information for making trading decisions. Is it possible to delay the application of the compression algorithm to 1 second for at least 24 hours? Thanks.

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