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Problems regarding volumes extracted from Betfair football-pro-sample data

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  • Problems regarding volumes extracted from Betfair football-pro-sample data

    Hi,
    I'm extracting information from football pro sample data and find some problems with all kinds of volumes.
    1.The total volume of one market sometimes decreases, but personally I think it should be monotone increasing.
    2.When adding up the volume traded at different traded prices,the sum is not equal to the total volume of the market. I found that sometimes traded volume at a specific price was the right increment according to the total market volume changes, but sometimes traded volume seems to be not accurate and double count the increment.
    Is there anyone knowing the reasons? Many thanks.

  • #2
    Hi Ken,

    Regarding #1 this can occur legitimately due to currency rate changes/bet voiding.

    Currency rate changes occur a few seconds past every hour and can result in very small and concurrent updates which are also reflected in the historical data.

    It would be best to provide an example regarding #2 so we can check this further

    Thanks

    Neil

    Comment


    • #3
      Originally posted by BetfairDeveloperProgram View Post
      Hi Ken,

      Regarding #1 this can occur legitimately due to currency rate changes/bet voiding.

      Currency rate changes occur a few seconds past every hour and can result in very small and concurrent updates which are also reflected in the historical data.

      It would be best to provide an example regarding #2 so we can check this further

      Thanks

      Neil
      Hi Neil,

      Thank you so much for answering my questions.

      Regarding #2, I have figured out my problem and surely there is nothing wrong with the sample data.

      Regarding #1, I am still a little confused that how currency changes will influence the trading volume, since we all bet with the pound.

      Thanks
      Ken

      Comment


      • #4
        Regarding #1, I am still a little confused that how currency changes will influence the trading volume, since we all bet with the pound.
        There are multiple currencies accepted by Betfair so for trades involving two different currencies a changes in the FX rate can result in small changes to the traded amounts when FX rates are updates.

        Thanks

        Neil

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