Login Page - Create Account

Support Board


Date/Time: Tue, 06 Dec 2022 06:35:58 +0000



Tick-Level Data for Bitstamp/Bitfinex

View Count: 1746

[2014-06-11 19:03:03]
btcdt95 - Posts: 8
Hi all,

I've downloaded tick-level Bitstamp/Bitfinex exchange data from bitcoincharts.com but their data does not tell me in what order trades occur within a second. So, if 2 trades "X" and "Y" happen at 3:00:00 on 01/01/2014, one dataset lists X then Y and the same dataset (but downloaded at a different time) lists Y then X.

So my questions are as follows:

(1) Do you offer tick-by-tick data that shows the order in which the trades happened WITHIN a second?

(2) Do you pull tick-by-tick data from a source other than bitcoincharts? Are you using the exchange order books or what? I need a 2nd source to compare to (besides bitcoincharts).

(3) Do you make your data downloadable via CSV/another format to use with statistical software?

Thank you!
[2014-06-12 17:01:17]
Sierra Chart Engineering - Posts: 104293
1. Yes. But we assume that the trades provided by the exchange where the data comes from, is in the proper order. We have no way to verify this. But we have no reason to think it is wrong either. So we do think it is correct.

2. The data comes direct from the exchanges.

3. The data can be exported. Refer to:
http://www.sierrachart.com/index.php?l=doc/doc_ImportExport.html
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: 2014-06-12 17:01:24

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account