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Author Topic: SierraChart bridge - Realtime Bitcoin charts [v0.5] (MtGox, Intersango, ...)  (Read 132845 times)
coinfreak
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September 20, 2011, 10:33:30 PM
 #161

Do you mean BTC Trader does not have delayed data? Do you use different data source then?
Bitcoincharts has 2 channels of data, web api and telnet service. Only web data are delayed so I combine archive data with live ones.
Just after starting the application there is 15-min data gap but it is filled after 15 min uptime.

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slush
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September 21, 2011, 02:22:45 AM
 #162

Bitcoincharts has 2 channels of data, web api and telnet service.

Does telnet service provide also historical quotes?

In sierrachart feed I'm using bitcoincharts only for historical data (except using "-w" option to disable websocket), but delaying makes big problem - once bridge download historical data (delayed) and then start streaming quotes using websocket (realtime), there remain 15min gap without quotes in datafile, forever. And currently I'm thinking about some clean solution...

jacubo
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September 21, 2011, 09:09:40 AM
 #163

In sierrachart feed I'm using bitcoincharts only for historical data (except using "-w" option to disable websocket), but delaying makes big problem - once bridge download historical data (delayed) and then start streaming quotes using websocket (realtime), there remain 15min gap without quotes in datafile, forever. And currently I'm thinking about some clean solution...

I can't confirm this. In my case sierrachart feed (when started without "-w") just downloads historical data then sits there doing nothing.

When started with "-w" option it works providing delayed data.

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coinfreak
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September 21, 2011, 09:24:06 AM
 #164

Does telnet service provide also historical quotes?
No. Live data only.

In sierrachart feed I'm using bitcoincharts only for historical data (except using "-w" option to disable websocket), but delaying makes big problem - once bridge download historical data (delayed) and then start streaming quotes using websocket (realtime), there remain 15min gap without quotes in datafile, forever. And currently I'm thinking about some clean solution...
And here's a trick. I don't store live data into the datafile but aggregate and cache only historical data (that are delayed). Live data are sticked to the historical ones and are eventually replaced when historical data become available. Take a look to the source code.

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slush
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September 21, 2011, 02:09:24 PM
 #165

And here's a trick. I don't store live data into the datafile but aggregate and cache only historical data (that are delayed). Live data are sticked to the historical ones and are eventually replaced when historical data become available.

I see your point and I thought about something like this. Unfortunately SierraChart isn't so much flexible - it is streaming quotes from current file pointer and rewriting history in this stream will break charts :-(.

322i0n
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October 09, 2011, 07:12:32 PM
 #166

Thanks for this!

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runeks
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October 09, 2011, 10:30:30 PM
 #167

Thanks for creating this!

Is there any way to prevent the historical data from being displayed initially in SierraChart feed? It's running right now (through WINE in Linux) scrolling through all the historical data and trading time stamps only advance like 5 hours each second because there's so much historical trading data. I started the program 5 minutes ago and it's at 2011-07-01 right now, still scrolling.
slush
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October 10, 2011, 02:39:03 AM
 #168

Is there any way to prevent the historical data from being displayed initially in SierraChart feed? It's running right now (through WINE in Linux) scrolling through all the historical data and trading time stamps only advance like 5 hours each second because there's so much historical trading data. I started the program 5 minutes ago and it's at 2011-07-01 right now, still scrolling.

You mean - don't download historical data from bitcoincharts.com and using only mtgox live ticker? Yes, it's parameter -y. Watch ./sierrachartfeed --help for all options...

runeks
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October 10, 2011, 10:46:14 AM
 #169

My mistake. I asked because I thought the actual scrolling of the data was taking so long because of the sheer amount of data, but I think it's the downloading of the data that was taking time. Never mind Smiley
runeks
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October 12, 2011, 12:22:53 AM
 #170

I'm back with another issue, let's see if this is self-caused as well...
When I open up SierraChart and choose mtgoxUSD.scid, as described in the first post of this thread, everything looks good. I can choose all intraday time intervals and see valid data, but when I choose daily, weekly, monthly etc., the data disappears, and only reappears if I go back to an intraday period (by pressing, for example, the 1M button).

Is there a way to zoom out to see all the data at once? I'd really like to get that overview.
slush
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October 12, 2011, 03:07:22 PM
 #171

I think that other than intraday charts are using some extra information from datafile which is missing (as this binary format is unknown for me).

BrimStone
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October 22, 2011, 03:56:19 PM
 #172

Started getting an error today:

Corrupted data for symbol mtgoxUSD, skipping
['\t<body class=""> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t<div id="header" class="clearfix"> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t\t<img width=236 height=32 src="/static/chartslogo.png" /><h1>Bitcoin Char
ts</h1> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t</div> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t<div id="container" class="clearfix"> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t\t']
Corrupted data for symbol mtgoxUSD, skipping
['<div id="content"> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t<h1>Down For Maintenance</h1>']
Corrupted data for symbol mtgoxUSD, skipping
["\t<p>We're adding new features or fixing bugs. Usually", " this only takes a few minutes so feel free to hit refresh until we're back!</p>"]
Corrupted data for symbol mtgoxUSD, skipping
['</div> ']
Corrupted data for symbol mtgoxUSD, skipping
[' ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t</div> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t<div id="footer"> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t\tinfo@bitcoincharts.com &middot;']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t\tdonations: 1Nqr3MqVyUp6k3o3QPePAdn4Yg4tzgB9kw &middot;']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t\t&copy; bitcoincharts.com']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t</div> ']
Corrupted data for symbol mtgoxUSD, skipping
['\t\t']
Corrupted data for symbol mtgoxUSD, skipping
['\t</body> ']
Corrupted data for symbol mtgoxUSD, skipping
['</html> ']
Corrupted data for symbol mtgoxUSD, skipping
Connection to mtgox open
mtgoxUSD 2011-10-22 11:55:06 2.975 10.0
mtgoxUSD 2011-10-22 11:55:20 2.975 30.18
mtgoxUSD 2011-10-22 11:55:23 2.975 5.0

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slush
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October 22, 2011, 06:56:56 PM
 #173

BrimStone: You can read between lines, with some patience, following error message: "bitcoincharts.com  ... Down For Maintenance"

So only historical feed from bitcoincharts.com is for some reason down, but mtgox ticker should work...

slush
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October 22, 2011, 11:27:54 PM
 #174

My "scid" file with historical mtgox quotes god corrupted during recent development. I restored something from my backup, but I have file with feed started from 27/06/2011. Can I kindly ask somebody who have scid file with complete history (or at least with some data before 27/06/2011) to upload it somewhere and post me a link? Thank you!

Kapa
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October 29, 2011, 09:53:24 PM
 #175

when i try to run the sierrachartfeed-0.3.exe it says its not compatible with my windows version, win 7 64 bit. no luck with compatibility modes either. aminotdoingitrite?

edit:

*ahem* i think what might be wrong. i get 404 trying to load the sierrachartfeed-0.3.exe and i accidentally saved the actual link as an executable, heh.
tulkos
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October 31, 2011, 12:28:14 AM
 #176

I think that other than intraday charts are using some extra information from datafile which is missing (as this binary format is unknown for me).

Ive found this in their documentation SC TextCSVDataFormat
It says its possible to save Daily data in CSV format following the examples they give and save it to a ".dly" file.
SierraChart can then open this as Historical Chart.
Would it be possible to apply this to your feed?

slush
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October 31, 2011, 12:38:33 AM
 #177

But those are daily charts (one candle per day) instead of intraday charts which bridge is using now. However if you need daily data for your own need, SierraChart probably can export data to some text format (I'm not on PC with SC so I cannot look at it).

Edit: "This data can be Daily or Intraday data" oh ok, so Sierra can import intraday data from CSV. You need CSV as output from bridge for your custom processing of this data?

tulkos
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October 31, 2011, 03:45:08 AM
 #178

I was more thinking of a future feature to the bridge, I dont personally need it yet, though I just worked out it comes in CSV from bitcoincharts anyway  Roll Eyes lol

Is there a reason why the bridge only downloads historical data from bitcoincharts for the last ~30 days?
My mistake again, didn't see the setting in SC

macboy80
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November 09, 2011, 04:29:41 AM
 #179

Hello all. It looks like the link to Sierra Chart feed is down. Can somebody post a working link? Thanks.
slush
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November 09, 2011, 04:32:23 AM
 #180

Hello,

Sierrachart feed is program running on your local machine, I hope that nobody else than you can start it up again for you :-).

Do you mean that data source for your market does not work? Which one? Are you using websocket for MtGox?

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