What’s Crypto Tick Information?
Crypto Tick Information refers back to the most granular market information out there, capturing each single commerce and order e book replace in real-time. It’s important for high-frequency buying and selling (HFT), algorithmic buying and selling, and backtesting methods.
What’s Depth Information?
Depth information, often known as order e book information, represents real-time purchase and promote orders in a market. It exhibits the liquidity, provide/demand, and potential value motion of an asset.
✅ Use Case:
- Market-making & liquidity monitoring
- Unfold evaluation & execution algorithms
- Detecting hidden purchase/promote partitions
- Estimating slippage & order execution impression
- Algorithmic & high-frequency buying and selling (HFT)
Depth Information vs. Tick Information
| Characteristic | Depth Information (Order E-book) | Tick Information (Commerce Information) |
|---|---|---|
| Granularity | A number of purchase/promote orders at completely different costs | Every executed commerce |
| Use Case | Liquidity evaluation, order movement, bid/ask unfold | Commerce execution monitoring |
| Information Dimension | Massive (high-frequency updates) | Medium (particular person trades) |
| Finest For | HFT, market-making, execution algorithms | Development monitoring, quantity evaluation |
📌 How Ticker Differs from Commerce & Kline
| Stream | Supplies | Finest For |
|---|---|---|
| commerce | Every particular person commerce (value, quantity, time) | Tick-by-tick buying and selling methods |
| aggTrade | Aggregated trades (similar value, merged) | Barely cleaner commerce feed |
| kline (candlestick) | OHLCV for time intervals | Charting, pattern evaluation |
| ticker | 24h abstract (excessive, low, quantity, value change) | Market overview, alerts |
| bookTicker | Actual-time greatest bid/ask costs | Order e book evaluation, scalping |
Forms of Ticker Streams in Binance API
Binance supplies a number of ticker streams, relying on what information you want:
Kline/Candlestick ✅
- Finest for technical evaluation (shifting averages, RSI, MACD, and so on.).
- Supplies OHLCV for set time intervals.
- Much less noisy in comparison with uncooked commerce information.
- Extra constant with charting software program.
Commerce Streams ( commerce ) ⚠️
- Supplies real-time trade-by-trade information.
- Helpful for high-frequency buying and selling (HFT) or order movement evaluation.
- Might be noisy and desires extra aggregation.
Combination Commerce Streams ( aggTrade ) ⚠️
- Much like commerce , however combines a number of trades into one when executed on the similar value.
- Helps cut back noise barely however nonetheless requires aggregation.
Depth ( depth )
- Supplies order e book updates, helpful for market liquidity evaluation.
- Not supreme for traditional price-based evaluation.
4. Ticker @ 1000ms : supplies ticker
Conclusion:
In case your aim is to analyze value actions and make buying and selling selections, Kline/Candlestick ( kline_
Crypto Ticks Directions :
Add URLs to Instruments > Choices > Knowledgeable Advisors > Enable WebRequest for listed URL:
Binance Spot
URL 1: api.binance.com
URL 2: stream.binance.com
Binance Futures
URL 1: fapi.binance.com
URL 2: fstream.binance.com
Kucoin Spot
URL 1: ws-api-spot.kucoin.com
URL 2: api.kucoin.com
Kucoin Futures
URL 1: ws-api.kucoin.com
URL 2: api-futures.kucoin.com
ByBit Futures and Inverse Futures
URL 1: stream.bybit.com
URL 2: api.bybit.com
Directions :
1. Add the URLs to MT5 Choices
2. Load the Utility on any chart and choose Mode to LIVE and choose Change e.g. Binance Spot and choose Create Symbols to true just for first run time so symbols will be created.
3. As soon as all symbols are created, Exit the EA from proper click on > choose Utility Crypto charts and click on Take away.
4. On Market watch, Proper click on and click on Disguise All to cover all symbols and now you possibly can search so as to add symbols to Market watch e.g. BTC, ETH
5. Now load the Utility once more on any chart however this time make sure that Create image is about to false.
6. Load the Utility once more on one other chart and choose Mode to Historical past and choose Change similar as step 2 and choose Auto Replace as false.
7. Now replace the historical past type the panel for so long as you need.You too can load historical past from any customized date which will be set from Max Date Discipline on the utility.
8. As soon as you’re performed updating the historical past on all of your chosen image, You possibly can flip Auto Replace to true and whenever you restart all newest charting information for all symbols can be mechanically up to date.
For Free Set up / configuration in your system – Ship us a non-public message after your buy
Use causes of Tick Information :
1. Tick information bid and ask and unfold info helps in improvement of HFT algos
2. Tick information e book depth helps in analysis and improvement to check value and order portions relationship to exactly uncover correct buying and selling strategies.
