Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Wed, 24 Apr 2024 09:42:59 +0000
Now Available: Binance Data Feed!
View Count: 18912
| [2020-12-22 14:36:07] |
| User719206 - Posts: 92 |
|
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] |
| |
|
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: Cryptocurrency / Bitcoin Data and Trading Services: Setup Instructions 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 |
| [2020-12-22 17:57:59] |
| User719206 - Posts: 92 |
|
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] |
| |
|
We do not know what symbol is what with Binance. All the symbols are listed.
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 |
| [2020-12-22 20:35:29] |
| Lonhro - Posts: 13 |
|
Is this quite possibly Sierra Chart greatest achievement of all time???
|
| [2020-12-22 21:24:14] |
| |
|
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. 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: 2020-12-22 21:24:28
|
| [2020-12-23 11:04:43] |
| User719206 - Posts: 92 |
|
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: 172 |
|
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] |
| |
|
Ok we will check on other endpoints available.
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 |
| [2020-12-26 11:33:45] |
| |
|
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. 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: 2020-12-26 20:22:18
|
| [2020-12-27 04:04:42] |
| User447451 - Posts: 10 |
|
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] |
| |
|
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 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 |
| [2020-12-27 21:50:04] |
| User447451 - Posts: 10 |
|
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: 12 |
|
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 |
 nance_Perps.PNG / V - Attached On 2020-12-27 22:12:26 UTC - Size: 102.87 KB - 422 views |
| [2020-12-27 22:33:09] |
| |
|
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. 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 |
| [2020-12-28 04:46:06] |
| |
|
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. 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 |
| [2020-12-28 09:55:40] |
| User618539 - Posts: 12 |
|
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 |
| nance_fut_DOM.PNG / V - Attached On 2020-12-28 09:50:29 UTC - Size: 56.13 KB - 379 views |
| [2020-12-28 10:34:02] |
| User870514 - Posts: 25 |
|
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: 12 |
|
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] |
| |
|
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. 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: 2020-12-28 11:10:36
|
| [2020-12-28 14:44:26] |
| User870514 - Posts: 25 |
|
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 |
|
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] |
| |
|
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: Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.1.2 Deleting and Re-downloading Data. (Easier and Recommended Method) 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. 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 |
| [2020-12-29 02:15:15] |
| |
|
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. 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: 2020-12-29 03:10:13
|
| [2020-12-29 13:23:44] |
| 01110010 - Posts: 33 |
|
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] |
| |
|
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. 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: 2020-12-31 08:32:26
|
To post a message in this thread, you need to log in with your Sierra Chart account: