Quote from: Eric14 on January 15, 2014, 04:33:59 AM

Wow it is worse than I thought. Their own reported trade data is all messed up. I captured their own "trade" list and the API and their chart values all at once. Since their chart data seems to be wrong too this might be a systemic problem rather than just how bitcoinwisdom.com prints out the display.

From Chart 3m period
17:39:00 - 17:36:00
open: 23.55
High: 23.60
close: 23.58 (not according to btc-e API)
Low: 23.50 (not according to btc-e API)

From the chart's trade list it never hits 23.50, or 23.58 during this time frame.

For some reason BCW is modifying the time stamps and it appears their volume data is often very wrong and there are missing trades! And I understand combining trades at similar times at same prices, but changing the times?

From bitcoinwisdom's trade window:
17:40:11 23.551 70.6785 (real time stamp from API shows 17:39:59)
17:39:59 23.551 0.25 (time stamp shows this should be 17:39:56 )
17:39:56 23.551 0.4008 (this is two trades combined that were 1 seconds apart)
17:39:52 23.551 0.2004 (really 17:39:49)
17:39:49 23.551 0.2004 (??! This trade never occurred!)
17:39:44 23.5999 1.18955 (at 17:39:44)
(missing a trade here? 17:39:44 23.511 0.98915 )
17:39:44 23.551 0.25038 (is this the missing trade with wrong volume?)
17:39:37 23.5999 0.23395 (really is at 17:39:42 and volume is wrong! 0.25038! See above trade vol.)
17:39:21 23.6 0.2004 (volume is wrong here too)
17:39:18 23.6 70 (never happened at 70 shares....errors go on and on)
17:39:15 23.551 38.2491 (vol is really 63.2996)
17:38:28 23.6 0.38036
17:38:11 23.6 0.11827
17:37:38 23.6 0.15
17:37:34 23.6 0.32719 (this volume actually traded at 23.5996)
17:36:56 23.5996 3.44501
17:36:21 23.5997 0.1
17:35:59 23.5998 0.10360

is it a order matching engine bug Huh