Betfair Data : Betfair Price Files Download Manager

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ShaunWhite
Posts: 5991
Joined: Sat Sep 03, 2016 3:42 am

Thu May 14, 2020 7:58 pm

As Jukebox says....
Plus, how often are you capturing the ltp? Chances are you're missing events that obviously Betfair aren't missing. Remember that in-play there might be several bets within a couple of milliseconds or even within the same millisecond. Even the api doesn't transit every single market change event and its conflated into, if I remember right, packets of data about 17ms apart.

I know a 20ms refresh seems fast, it's roughly the same frequency as 240v mains hum which is crazy compared to computing years ago, but in a market with 1000s of active users it only takes 50 to act in the same second for 20ms to seem like a long time.

AMS01
Posts: 55
Joined: Wed Feb 19, 2020 6:06 pm

Thu May 14, 2020 9:50 pm

ShaunWhite wrote:
Thu May 14, 2020 7:58 pm
As Jukebox says....
Plus, how often are you capturing the ltp? Chances are you're missing events that obviously Betfair aren't missing. Remember that in-play there might be several bets within a couple of milliseconds or even within the same millisecond. Even the api doesn't transit every single market change event and its conflated into, if I remember right, packets of data about 17ms apart.

I know a 20ms refresh seems fast, it's roughly the same frequency as 240v mains hum which is crazy compared to computing years ago, but in a market with 1000s of active users it only takes 50 to act in the same second for 20ms to seem like a long time.
Hi Shaun, On one particular race Betfair were quoting 4.0 as lowest traded price for the horse in second place but Bet Angel showed it under 2.0 and it definitely traded under 2.5

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ShaunWhite
Posts: 5991
Joined: Sat Sep 03, 2016 3:42 am

Thu May 14, 2020 10:35 pm

What volume was traded at that price? As Jukebox says BF have a minimum to prevent the odd stray penny from distorting the picture.

AMS01
Posts: 55
Joined: Wed Feb 19, 2020 6:06 pm

Fri May 15, 2020 9:16 am

ShaunWhite wrote:
Thu May 14, 2020 10:35 pm
What volume was traded at that price? As Jukebox says BF have a minimum to prevent the odd stray penny from distorting the picture.
Hi Shaun, yeah sure think I understand what you're both saying ie The figures which Bet Angel log are the nearest "Lowest Traded Price" to within £100?

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Dallas
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Joined: Sun Aug 09, 2015 10:57 pm
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Sat May 16, 2020 12:02 am

If you take your hi/lo prices from BA ie, the market overview, excel, stored values etc they have a spike filter to eliminate prices that only traded at small volume (relative to price).

If you store the value of the back/lay/ltp price at its high and lowest points that will give you the actual price regardless of amount traded (note, if using back/lay prices that will be the high/lowest offered so not necessarily anything matched)

AMS01
Posts: 55
Joined: Wed Feb 19, 2020 6:06 pm

Sat May 16, 2020 7:26 pm

Dallas wrote:
Sat May 16, 2020 12:02 am
If you take your hi/lo prices from BA ie, the market overview, excel, stored values etc they have a spike filter to eliminate prices that only traded at small volume (relative to price).

If you store the value of the back/lay/ltp price at its high and lowest points that will give you the actual price regardless of amount traded (note, if using back/lay prices that will be the high/lowest offered so not necessarily anything matched)
Hi Dallas, can we continue this conversation in the following thread as it will be more relevant... Cheers

posting.php?mode=reply&f=37&t=20980

asahenettleton
Posts: 7
Joined: Sat Apr 04, 2020 6:30 pm

Wed Jul 22, 2020 4:58 pm

Thank you, Nigel, for your work.

May I ask if those videos are still up somewhere? Youtube tells me that they are unavailable.

lee1578
Posts: 12
Joined: Sun Mar 18, 2012 3:58 pm

Sat Aug 01, 2020 12:57 pm

Hello,

Is there a guide on how to use this please?
Noticed that the youtube videos are no longer available.

Thanks

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