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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 :-(.
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.
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.
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...
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.
Thanks for release of new version. I've just noticed data pulled from mtGox is delayed by 15 minutes. Is this to be expected? I'm not very happy about this...
I understand, unfortunately this looks like a problem of data source (mtgox).
Thanks for release of new version. I've just noticed data pulled from mtGox is delayed by 15 minutes. Is this to be expected? I'm not very happy about this...
I just released version 0.3 which add multicurrency support for mtgox and fix weird price peaks. Please update, links to binaries and sources are in top post.
Oh, I see mtgox added other currencies to the realtime feed, which break price charts in Sierra. I'll fix it and release new binary soon (tomorrow?). In the meantime, please use parameter "-w" as workaround (that will skip websocket and download clean data from bitcoincharts).
Is there a way I can download the historical trading data from X days/months through Slush's streamer?
Short answer - no.
It is using historical feed from bitcoincharts.com (URL to CSV is easily readable from source codes...), but server provides only limited history (+/- 3 days).
But I think that providing historical data would be interesting (paid) service for bitcoincharts.com, because they _have_ (almost) complete trading history in database...
This happen when bitcoincharts is down for maintenance. Historical feed then return HTML page instead of CSV with trading data...
Quote
any idea? i've noticed also that using websocket the feed very often hangs up and i've to restart it.
Yes, this happen when mtgox's websocket interface close connection for some reason (server restart, ...) and websocket connection fails. This is bug on my side, but I'm using 3rd pardy websocket library and I didn't find a proper way how to reconnect after such failure (better said; I even didn't find a way how to catch this error and not let the script to crash completely :-/).
I cant, i manually fixed many glitches in the original data, so i'm not going to delete it , too bad but 1h of missing data isnt a disaster.
bitcoincharts is providing only limited history (I think it is 3 days), so if you're mising data in longer history, don't delete your scid file .
good to know btw sometime i report this error:
Loading data file c:/SierraChart/data/mtgoxUSD.scid Downloading historical data [' '] Corrupted data for symbol mtgoxUSD, skipping ['\t '] Corrupted data for symbol mtgoxUSD, skipping ['\t\tBitcoin Charts '] Corrupted data for symbol mtgoxUSD, skipping ['\t\t '] Corrupted data for symbol mtgoxUSD, skipping ['\t '] Corrupted data for symbol mtgoxUSD, skipping [' '] Corrupted data for symbol mtgoxUSD, skipping ['\t '] Corrupted data for symbol mtgoxUSD, skipping ['\t\t
'] Corrupted data for symbol mtgoxUSD, skipping ['\t\t\t
Bitcoin Char ts
'] Corrupted data for symbol mtgoxUSD, skipping ['\t\t
'] Corrupted data for symbol mtgoxUSD, skipping ['\t\t
'] Corrupted data for symbol mtgoxUSD, skipping
any idea? i've noticed also that using websocket the feed very often hangs up and i've to restart it.
