Support Board
Date/Time: Sat, 15 Mar 2025 08:09:43 +0000
Market Data for US stocks
View Count: 603
| [2022-07-13 15:15:41] |
| User975545 - Posts: 3 |
|
Hi! What is the best market data package for me? I trade Nasdaq stocks intraday. I use candlestick charts, footprint charts and TPO. Until now i've been using these packages combination for my needs: Service Package 5 - Advanced U.S. Equities (NYSE, NASDAQ, AMEX) Exchange Fee Sierra Chart Real-Time and Historical Exchange Data Feed | 250 Real-Time Symbols | Is it a proper combination? Can i switch to something like this? Service Package 5 - Advanced for footprint, TPO Denali real time Or integrated advanced? Thank you very much |
| [2022-07-13 16:05:55] |
| John - SC Support - Posts: 38678 |
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The thing to keep in mind is that the two U.S. Equities feeds we have each have plusses and minuses. In particular note the following: Sierra Chart Exchange Data Feed with U.S. Equities exchange (what you have now): No market depth data, but does have consolidated tape volume. Denali Exchange Data Feed with NASDAQ TotalView exchange: Includes Market Depth data, but does not have consolidated tape (we are working on this, but it is probably 2-3 months out). So which one you want to use depends on what you need. If you do not need Market Depth data, then we recommend staying with the Sierra Chart Exchange Data Feed for now. If you do want to change to the NASDAQ TotalView data instead, then you will need to be on one of the "Integrated" packages. Since you are on Package 5 now, the equivalent would be Package 11 (Integrated Advanced). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-13 16:17:27] |
| User975545 - Posts: 3 |
|
Thank you is Market Depth Data needed for footprint charts and TPOs for stocks? Or is it only fr DOM or time an sales? |
| [2022-07-13 16:53:26] |
| John - SC Support - Posts: 38678 |
|
The Market Depth is NOT needed for footprints (Numbers Bars) or TPOs. Those are based on actual trades that have occurred. The Market Depth just shows the limit orders on the Price Ladder waiting to be filled. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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