Post
Topic
Board Trading Discussion
Topic OP
SierraChart feed/bridge reborn - Realtime Bitcoin charting
by
deepceleron
on 19/12/2013, 20:13:58 UTC
ANN: New version of Sierrachartfeed and direct-download history files, working again (and fixed again Feb 10 2014)

Original post with details of what this software is, read first:

SierraChart is desktop application providing a professional Trading, Real-time and Historical Charting, and Technical Analysis platform for the financial markets. It's not so intuitive as other platforms, but once you learn how it works (and remember few shortcuts), it is very strong tool for professional technical analysis. Because of lacking real trading tools for Bitcoin economy, I decided to write simple Bitcoin markets->Sierrachart bridge, which enable real time Bitcoin charting in Sierrachart.

How to start
  • 1. Download and install SierraChart software (use default settings and data directory)
  • 2. Download SierraChartfeed, extract zip to any program directory.
  • 3. Start feed in a console. No parameters required for mtgox (list of all parameters: sierrachartfeed.exe --help)
  • 4. Start SierraChart software
  • 5. Go to File->New/Open Intraday Chart and select (for example) mtgoxUSD.scid
  • 6. Customize your view using F5 (chart settings) and F6 (analysis/studies) menus
  • 7. Enjoy real time charting!



Sierrachartfeed gets data from bitcoincharts.com for multiple exchanges. Each time they change some API "feature", it seems to break other people's software. This is the fourth fifth "rebirth" of working software I've written since slush gave up maintenance of sierrachartfeed.

Code:
Usage: scfeed.py [options]

Options:
  -h, --help            show this help message and exit
  -t, --tickers         List known/current ticker symbols and exit
  -z, --disable-live    Disable live socket, update history only
  -d DATADIR, --datadir=DATADIR
                        SierraChart data directory (default =
                        C:/SierraChart/Data/)
  -s SYMBOLS, --symbols=SYMBOLS
                        Ticker symbols to download, comma separated with no
                        spaces; 'a' for all (default =
                        -smtgoxUSD,btceUSD,bitstampUSD)
  -p PRECISION, --volume-precision=PRECISION
                        Multiply volume by this many decimal places before
                        import (default = 4)
note: when using the single-letter option, there is no space between the option and the parameter

Download links:


For history older than five days, before first running sierrachartfeed
The normal Bitcoincharts API only has five days of data available. If you have never run sierrachartfeed for a particular exchange ticker before, it will only get the last five days. However, if you want all trade data from the beginning of time, you can download some big files first:

  • Go to this web page: http://api.bitcoincharts.com/v1/csv/
  • Download the individual CSV files for exchange tickers you wish to track
  • Extract the gzipped files to the SierraChart data directory (C:\SierraChart\Data)
    (a utility like 7-zip can help you with this)
  • When you first run sierrachartfeed and specify a ticker with CSV, data will be imported from this file first
  • The CSV file will be renamed after all data from it is imported

You will also need to re-download a new CSV if it has been over five days since you last ran sierrachartfeed.


The SCID filenames are different from previous versions, to avoid using or overwriting obsolete data. New filenames are of the format mtgoxUSD-p4.scid (where p4 indicates precision 4).



Changelog
(0.7.1 - 2014-02-10)
  • CSV file synchronization impossible due to the remote files now being gzipped and unstable, abandoned,
  • Import user-supplied local CSV method added,
  • warn of a trade gap if last local trades are older than the 5 days available through API.

(0.7.0 - 2013-12-19)
  • A local CSV is mantained and updated with trade data, resumed from nightly updates
  • Fixed the only-5-days-available API
  • Merged libraries into single file, fixed much library fustercluck
  • Higher default precision, fixed volume rounding
  • About 1/2 of .py is new code.