Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Thu, 25 Apr 2024 16:12:14 +0000
Discrepancies Between Data (Bitstamp - Digital Currencies)
View Count: 1050
| [2014-07-01 13:16:26] |
| btcdt95 - Posts: 8 |
|
Hi all, For the vast majority of trades, your tick-level data for the Bitstamp exchange is identical to that from bitcoincharts.com. But for some dates, your "volume" recorded is exactly 2x the volume recorded by bitcoincharts.com. Can you explain this disrepancy? There doesn't seem to be a pattern in the irregularities. Example (where "volbtc" is the volume from bitcoincharts.com and "volsierra" is the volume from exported data from your program): |................time....volbtc..volsierra | |------------------------------------------| | 2014/01/03 06:59:36.....1.6....3.201 | | 2014/01/03 15:22:51...... 6..........12 | | 2014/01/03 15:22:56...... 4...........8 | | 2014/01/15 06:18:33....3.818...7.635 | | 2014/01/21 15:24:02...... 5.........10 | |------------------------------------------| | 2014/01/25 09:39:11 26.593 53.186 | | 2014/01/25 09:39:12 6.168 12.337 | | 2014/01/25 09:39:13 17.83 35.66 | | 2014/01/25 09:39:14 34.61 69.221 | | 2014/01/25 09:39:15 10.97 21.94 | |------------------------------------------| | 2014/01/25 09:39:16 33.83 67.66 | | 2014/01/25 09:39:17 12.006 24.011 | | 2014/01/25 09:39:18 25.495 50.99 | | 2014/01/25 09:39:19 4.512 9.025 | | 2014/01/25 09:54:59 1.142 2.206 | |------------------------------------------| | 2014/02/03 03:32:06 1.5 2.529 | | 2014/02/03 11:11:36 3 6 | | 2014/02/21 18:33:13 5 9.936 | | 2014/02/28 21:48:11 2.237 4.375 | | 2014/03/07 16:39:19 5.222 10.445 | |------------------------------------------| | 2014/03/07 16:39:22 7.817 15.633 | | 2014/03/07 16:39:23 4.345 8.689 | | 2014/03/12 08:23:23 1.36 2.72 | Thanks! Date Time Of Last Edit: 2014-07-01 13:20:29
|
| [2014-07-01 15:58:44] |
| |
|
How are you exporting the data? You could be seeing data lines which are combining more than one trade. 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 |
| [2014-07-01 17:21:08] |
| btcdt95 - Posts: 8 |
|
Both are 1 trade per line. The reason I know this is that the data matches for all the other observations (except these few hundred). Also, even if it were combining more than one trade, it doesn't make sense for each observation to be exactly double the other, since the trades aren't identical in size.
|
| [2014-07-01 17:50:09] |
| |
|
What is the time zone of this data that you posted?
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 |
| [2014-07-01 17:56:50] |
| btcdt95 - Posts: 8 |
|
UTC. I was under the impression that SierraChart converts all exported data to UTC. (Bitcoincharts.com is also in UTC, which makes sense since SierraChart uses Bitcoincharts.com's data until December 10, 2013, I believe).
|
| [2014-07-03 01:36:30] |
| |
|
Depending upon how it was exported it may be UTC but there are various exporting methods. We need to look over this data. 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 |
| [2014-07-03 10:23:43] |
| |
|
We looked at one of the times were there is double volume and the data for the trades is recorded twice. This is the problem. We looked at the market data feed processing for bitstamp and we see no problem with it. Unless we can see the original data transmitted by bitstamp it is hard to say what the problem was. We will clean up the duplicate data but it will not be for a couple of days. 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 |
| [2014-07-04 03:34:00] |
| |
|
The Bitstamp data has now been corrected. Re-download the data in the chart with Edit >> Delete All Data and Download. 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: