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Date/Time: Sun, 05 May 2024 12:34:08 +0000



Binance Delayed Data

View Count: 1255

[2022-07-13 08:50:20]
User486817 - Posts: 79
hello,

i've been having trouble with the binance futures data stream. it constantly delays -- one candle will print, then it will delay for several minutes and redownload the missed candles saying "historical download complete." it will work for a while, then hit another choppy patch where candles will simply stop printing. even if i right click --> delete and download data, the new candles may or may not print. i redownloaded SC and am using the latest version but the problem still persists. i believe there is something wrong with the binance data stream as other chartbooks (ES, CL, CFDs) report no problems whatsoever. i believe the issue is with the binance feed itself. i'm using a dedicated 2GB ethernet and there is no other machine on this network. anything internet related works normally so i do not believe it is my internet connection. again, all other chartbooks work normally -- only chartbooks in which i am using the binance data feed delay. please advise.

kindest regards,
[2022-07-13 09:13:03]
Sierra Chart Engineering - Posts: 104368
Yes there can be problems with the Binance data feed. That can be expected at times. Although not often.

It is not a very good data feed from Binance.

Tell us the particular symbol you have a problem with and we will monitor it.
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: 2022-07-13 09:13:16
[2022-07-13 11:38:13]
User486817 - Posts: 79
hello,

thank you for your reply. currently, i'm tracking only the ETHUSDT_PERP_BINANCE and ETHBUSD_PERP_BINANCE symbols. is there any news/timeline on a sierra chart in-house crypto futures exchange? the market could really use a high-grade, professionally run exchange.

kindest regards,
[2022-07-14 11:18:06]
User648900 - Posts: 1
Hello,

I am also noticing the same issue that User486817 is experiencing. Often times, the data inflow abruptly stops - without any message or error showing up - then seconds, usually a minute or so later, the message "Historical data downloaded" will pop-up.
This issue is prevalent on the majority of Binance Perpetuals I've tried (BTCUSDTPERP, ETHUSDTPERP, SOLUSDTPERP), and it makes short term analysis difficult to say the least.

I reckon this is an issue on Binance's side. Is there any chance they will improve their infrastructure? I'm asking this because the datafeed that they relay to TradingView does properly update at all times (no lag or delays like in Sierra). Binance' infrastucture is certainly capable, they just don't seem to invest much in Sierra's feedback reliability.

If the chances of this improving are slim, I have to ask if there's other exchanges on the list of being added to Sierra in the future. Notably ByBit.

Thanks!
[2022-07-14 16:43:31]
HukaChoo - Posts: 8
Same. Started like 3 days ago, something happens. Reconnection helping for 10-15 minutes, then lagging again.
[2022-07-14 16:58:13]
SolyomMark - Posts: 2
I have the same issue also like 3 days ago.
[2022-07-14 17:23:21]
Sierra_Chart Engineering - Posts: 14230
This problem occurs because our server process will lose the connection to Binance because Binance is closing the connection. And then when there is a reconnection, there is a certain amount of time to go through the process of reestablishing the normal market data processing.

There are things we can do to manage this scenario. We could use more connections and if one connection goes down we will not close the others. Probably they are all getting reset if one of them goes down.

So we will look at this and see how to improve it.
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
[2022-07-14 20:37:20]
Sierra_Chart Engineering - Posts: 14230
We are going to make one change this evening related to Binance. We will track 50 symbols per websocket connection instead of 100.
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
Date Time Of Last Edit: 2022-07-14 20:37:28
[2022-07-15 01:03:11]
User486817 - Posts: 79
hello all,

as of the time of this post, binance data has delayed twice for me so far this session (2hrs of trading) -- i've resigned to using the FTX feed, which is trouble-free and almost identical price action.

best regards,
Date Time Of Last Edit: 2022-07-15 01:03:52
[2022-07-15 15:03:04]
Sierra Chart Engineering - Posts: 104368
Regarding post #8, that has been released to one of our servers.
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
[2022-07-15 16:59:17]
SolyomMark - Posts: 2
Its any chance that the Binance feed will be good again in the near future?
[2022-07-15 17:00:41]
Sierra Chart Engineering - Posts: 104368
We will do our best. That is all we can do.
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: 2022-07-15 17:00:49
[2022-07-16 14:00:34]
User995923 - Posts: 64
Hello

I also use the binance feed (BTCUSDT_PERP_BINANCE) and I trade on a short timeframe with binance. So using an alternative feed like FTX is not ideal for me as I use indicators that are very sensitive to volume.

I experience the problems discussed above.

I am aware that you are looking for a solution, I am just posting here just to show that more people may be affected by this.

Thanks for the help

Regards
Andreas
[2022-07-16 15:27:13]
Sierra Chart Engineering - Posts: 104368
Ok thank you.
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
[2022-07-16 16:00:10]
User820791 - Posts: 15
Just posting to share that I'm also experiencing this problem for the past days.
[2022-07-16 22:38:04]
BojanSpa - Posts: 3
Same, still happening. Got really broken a couple days ago. Before that weeks without any hitch.
[2022-07-18 12:20:41]
HukaChoo - Posts: 8
Regarding post #8, seems like its getting worse. Its just hanging for 5-10 minutes
[2022-07-18 12:33:10]
Sierra Chart Engineering - Posts: 104368
Not surprising. We have always been critical of Binance.

It is a very substandard data feed.

The fact that we have to go through so much complication to resolve this shows the poor quality of Binance.

Anyway, there is more we are going to do.

Full resolution is not going to be complete until early next week.
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: 2022-07-18 12:33:21
[2022-07-21 20:24:51]
Amelyn - Posts: 35
Having this same issue, hoping to have it resolved asap
[2022-07-25 11:40:59]
User820791 - Posts: 15
Any update?
[2022-07-28 13:29:44]
HukaChoo - Posts: 8
So?
[2022-07-28 13:48:00]
Sierra Chart Engineering - Posts: 104368
A day ago we have made made one final change and that is all we can do. The Binance data feed is substandard. Refer to this post here:
https://www.sierrachart.com/SupportBoard.php?PostID=315110#P315110
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
[2022-07-28 14:18:08]
HukaChoo - Posts: 8
So the problem still exist (but seems like time for lagging is less now) and u don't wanna solve it. Thanks
[2022-07-28 19:19:06]
Sierra Chart Engineering - Posts: 104368
We actually now see the error code that Binance is providing. It is a websocket opcode 1008. We have to ask Binance why they are closing the connection what looks like about every 10 minutes.
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: 2022-07-28 19:19:16
[2022-07-28 19:23:51]
BojanSpa - Posts: 3
Most likely because of this:

"The websocket server will send a ping frame every 3 minutes. If the websocket server does not receive a pong frame back from the connection within a 10 minute period, the connection will be disconnected. Unsolicited pong frames are allowed."

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