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Date/Time: Thu, 01 Dec 2022 00:08:39 +0000



[Locked] - Number bars and historical depth for Binance

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[2021-07-07 03:38:21]
littlegreentrader - Posts: 4
Hi, I am trying to test some of the advanced features of SierraChart, such as Number bars and historical depth, for Binance.

Number bars:
Although it seems to work ok with Bitfinex, the Number bars study takes forever to load and once the loading bar is 100% the whole chart is freezed, using one core of the CPU full.

historical depth
I have followed the step by step guide (both for Binance and Bitfinex symbols), and altough the heatmap seems to work with bitfinex, it does not show on Binance charts.

If the issue is due to high volumes at Binance, could it be resolved by tweeking some parameters (as with Volume profile, which by default freezes the chart) ?
Thanks !
Date Time Of Last Edit: 2021-07-07 03:38:59
[2021-07-07 14:02:29]
John - SC Support - Posts: 20209
Numbers Bars: There will be a dependency on the volumes, but it also depends on how many bars are in the chart and tick size and a number of other variables. The best thing to do in order to help the calculation is to increase the Chart >> Chart Settings >> Main Settings >> Volume at Price Multiplier. This will consolidate multiple price points into a single value. Refer to the information here:
Chart Settings: Volume at Price Multiplier for Historical/Intraday Chart (Chart >> Chart Settings >> Chart Data menu)

Historical Depth: We do not see any issue with the Market Depth Historical Graph with Binance data. As long as there is Market Depth showing in the DOM, then the Market Depth Historical Graph should be working just fine. Keep in mind, you would need to have the study on the chart, or set the Symbol Setting for Record Market Depth Data to Yes in order to record the market depth data. For more information, refer to the following:
Market Depth Historical Graph: Step by Step Instructions
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-07-07 21:18:41]
Sierra Chart Engineering - Posts: 104293
Your first issue is covered comprehensively here:
Cryptocurrency / Bitcoin Data and Trading Services: Important: Volume at Price Studies with Cryptocurrency Symbols
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
[2021-07-13 11:21:48]
littlegreentrader - Posts: 4
Thanks, it works perfectly for number bars.

Historical depth is not working. I have changed symbol settings, relaunched SierraChart, reset defaults settings of historical depth study, put the market depth as main chart, and reloaded the chart.

For the symbol BTCUSDT, nothing is displayed, not even the price ladder on the right, as shown on my first screenshot.

If I don't set the market historical depth as main chart, I get something, but it is still unusable. (cf second screenshot).

If I choose another symbol, like BTCUSD_210924, I get something, event though I am not sure if it is what I am supposed to see. ( It is very different from Bookmap or Quantower Dom surface, cf third screenshot).

Perhaps sierra is struggling with the very fast change rate of market depth on specific symbols ?

Please tell me if there is anything wrong with my settings.
Sierra Chart version 2284 64-bit (38073M)
Date Time Of Last Edit: 2021-07-13 12:09:32
imagemarket_depth_sierra.PNG / V - Attached On 2021-07-13 11:21:08 UTC - Size: 124.08 KB - 156 views
imagemarket_depth_sierra_not_main.PNG / V - Attached On 2021-07-13 11:41:59 UTC - Size: 39.04 KB - 145 views
imagemarket_depth_sierra_not_main_BTCUSD_210924.PNG / V - Attached On 2021-07-13 12:05:55 UTC - Size: 18.37 KB - 140 views
[2021-07-13 15:21:36]
John - SC Support - Posts: 20209
The main issue is just the number of levels are so high that the lines become too thin to see. You need to use the Combine Increment in Ticks Input to sum together multiple levels so you can actually see the data. You will most likely need to use a number around 200 or 300 to be able to see the strips of data.

That being said, we do see another issue with the Binance Market Depth Data that we do not understand. When we were looking into this, the data was not updating the bars. We will need some time to look into what is happening with this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-09-25 20:08:15]
Albymorf - Posts: 1
I miss previus depth data in this chart, how can i resolve?
imageImmagine 2022-09-25 220614.png / V - Attached On 2022-09-25 20:07:20 UTC - Size: 72.01 KB - 22 views
Attachment Deleted.
[2022-09-26 10:11:24]
Sierra_Chart Engineering - Posts: 5388
There is no historical market depth data available for crypto currency symbols.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing

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