Support Board
Date/Time: Sat, 11 Jan 2025 09:46:25 +0000
SC Exchange Data Feed- US equities best bid and ask price
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| [2016-11-17 06:13:11] |
| Neo - Posts: 198 |
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[2015-05-27 20:48:09]#5 LEVEL 2 Sierra Chart Engineering The Sierra Chart Exchange Data Feed only provides the best bid and ask prices for US stocks.
Can you please confirm this is an accurate statement? From what I can see the SC data feed is not providing the best bid/ask prices, thus does not display the NBBO, it's only displaying a partial best bid/ask. Eg Best bid/ask for AAPL could be 200/300, SC will be showing it at 100-175 etc. |
| [2016-11-17 09:41:02] |
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What that statement means, is that market depth data is not provided for US stocks with the Sierra Chart Exchange Data Feed. From what we have been told by Barchart what you say here is not correct: From what I can see the SC data feed is not providing the best bid/ask prices, thus does not display the NBBO, it's only displaying a partial best bid/ask. Although we do not know how we can validate what Barchart is saying. You can always use IQ Feed if that works better for you: DTN IQ Feed Data Service Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-11-17 09:41:44
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| [2016-11-17 20:25:01] |
| Neo - Posts: 198 |
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From what we have been told by Barchart what you say here is not correct:
Sorry, let me rephrase that, SC data does provide the NBBO, it just doesn't show all the bids & offers at the NBBO, only the top of the book- In the case of AAPL, that would be bids & offers from the ACRA exchange. |
| [2016-11-17 20:29:15] |
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Yes only the top of book is provided.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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