BUG: Wrong Bid/Ask amounts on Volume Imprint

Joined
Nov 24, 2023
Posts
13
Likes
5
I'm using Binance API key, 30min chart, 20 bars. Just from comparing Bid/Ask amounts with to Volume (above candle) you can see that calculation is completely wrong.
This happens when I use Historical minute bars, but not when it's disabled.

Using Historical minute bars:
1701377893938.png

Without Historical Minute Bars:
At this moment, I'm not even able to load this chart. Have been waiting 15mins to load, restarted few times before and cleared local data.
 

itradefutures

Well-known member
Joined
Mar 3, 2023
Posts
78
Likes
39
You won't get correct bid/ask data using historical minute bars; you need the tick data. Usually, you'd use historical minute bars for longer-term profiles to speed up loading times.

If you're using a footprint, you have to have historical minute bars off.

About speed, if you're loading a ton of data, it can take a while. It doesn't seem like you are, so not sure if Binance's API is slow. I load much more than this on dxFeed, and it's pretty snappy.
 
Top