Support Board
Date/Time: Fri, 29 Nov 2024 03:37:08 +0000
Confused about Data Feed and pricing.
View Count: 607
| [2022-10-07 20:22:44] |
| gondolaebin1984 - Posts: 5 |
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Hi I trade small caps with equities. I have read around and I know that I need to get the Denali exchange data feed with package 11. But I am very confused on some things. 1. In the Nasdaq TotalView Data Feed Notes it says this: "The volume for NASDAQ TotalView symbols is only the volume traded on NASDAQ for the symbol. This is only a fraction of the overall volume traded for a particular symbol among the various exchanges/venues it is traded on. For the complete volume, the full consolidated tape data is required. This is offered through the Sierra Chart Real Time Exchange Data Feed and the US Equities exchange. The consolidated tape data feed for US equities will be offered through the Denali Exchange Data Feed sometime before the end of the year 2022" I want the full volume so I will have to also get the Sierra Chart Real Time Exchange Data? but it says Denali exchange data feed replaced it. "Notice 2022-02-28: At this time the Denali Exchange Data Feeds has replaced the Sierra Chart Exchange Data Feed. The Denali Exchange Data Feed provides market data from the following exchanges: CME, CBOT, NYMEX, COMEX, EUREX, CBOE Futures, NASDAQ (includes data from NASDAQ, NYSE and AMEX). The Sierra Chart Exchange Data Feed remains for those users who want to get data from the Hong Kong Futures Exchange or US cash indices" If I want the full volume not only the nasdaq what do I have to get? Date Time Of Last Edit: 2022-10-07 20:35:11
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| [2022-10-07 21:15:08] |
| John - SC Support - Posts: 36350 |
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There is a tradeoff to be made between the two options. Here are the differences: Sierra Chart Exchange Data Feed with U.S. Equities exchange: Has the full volume (consolidated tape) information, but does not have any Market Depth data. Denali Exchange Data Feed with NASDAQ TotalView exchange: Does not have full volume (just primary exchange volume), but does have the Market Depth data. Therefore, which one you use depends on what you need from the feed. The Setup Instructions for the Sierra Chart Exchange Data Feed is here: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions The Setup Instructions for the Denali Exchange Data feed is here: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* And if you really want to (or feel you need to), you can use both at the same time, as they use different symbols (with the NASDAQ TotalView, you need to use a -NQTV suffix). 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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