Support Board
Date/Time: Wed, 19 Mar 2025 23:23:04 +0000
Missing volume compared to TOS
View Count: 701
| [2022-10-24 21:02:37] |
| fish4trout - Posts: 99 |
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I noticed today there seems to be missing volume when compared to TOS 1,145,173 vs 197,789 (see attached screen shots). Any ideas what could be causing this?
Date Time Of Last Edit: 2022-10-24 21:06:01
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 daily vol tos.jpg / V - Attached On 2022-10-24 21:01:29 UTC - Size: 12.6 KB - 109 views Attachment Deleted. daily vol sierra.jpg / V - Attached On 2022-10-24 21:05:19 UTC - Size: 74.72 KB - 116 views |
| [2022-10-25 14:33:37] |
| John - SC Support - Posts: 38812 |
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The NASDAQ TotalView exchange does not have the Consolidated Tape, so it is only the volume from the primary exchange. Refer to the information here: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes If you need the consolidated tape information and can get by without the Market Depth, then you can use our Sierra Chart Exchange Data Feed with the U.S. Equities exchange. Refer to the Setup Instructions here: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-10-25 23:31:13] |
| fish4trout - Posts: 99 |
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Thanks. So should I activate Sierra Chart Exchange data feed ($25) to get data from other exchanges? Do I also need to activate US Equities ($10.50)? Or since I have Denali can I just activate the US Equities ($10.50)? Or do I not need Denali at all and just the Sierra Chart Exchange plus the US Equities data? Also, do you have an ETA on this statement: "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." |
| [2022-10-26 13:41:04] |
| SC Support - Posts: 1943 |
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Hi fish4trout, it sounds like your focus is Single Stock, is that correct? Assuming I am correct on that, and also that Single Stock aggregated Volumes are of maximum importance to you, you should be activating [US Equities] on the Sierra Chart Exchange Data Feed (which is actually operated by BarChart): Sierra Chart Exchange Data Feed The Exchanges Available to you on the Sierra Chart Exchange Data Feed: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SupportedExchanges Set-up instructions: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions The Exchanges Available on the Sierra Chart Exchange Data Feed cannot be accessed via Denali, Denali is a collection of raw data feeds that Sierra Chart has put together, regarding this statement on ETA: "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 still think its a reasonable time line. Since you don't need Denali to activate US Equities Data, you can convert your Usage Time on SP11 into SP5 Usage Time, this will result in more days of Usage Time, the conversion ratio is the relative Price ratio. https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#ServicePackage Date Time Of Last Edit: 2022-10-26 13:41:34
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| [2022-10-28 00:08:16] |
| fish4trout - Posts: 99 |
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Yes, I'm wanting data for single stocks (listed on NASDAQ, NYSE) only. So I can go with SP5 ($36) + 250 real-time symbols ($25) + US Equities exchange ($10.50).....so monthly total would be $71.50, correct? And I want to be clear this will give me total volume traded on all ECNs (ARCA, NASDAQ, BATS, etc) and allow me to see market depth on DOM, correct? I'm not looking for market by order data but want to be able to see actual bid/ask volume traded and limit orders on DOM. This statement is what has me confused and is why I ordered Denali data feed + NASDAQ TotalView initially: "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." |
| [2022-10-28 00:57:21] |
| SC Support - Posts: 1943 |
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The only Market Depth Data Feed is the Nasdaq TotalView Feed, what you have active now, and that will show you the Order Book on Nasdaq only >> the Sierra Chart Exchange Data Feed (operated by BarChart) is an aggregated volume Data Feed with Top-of-Book only (no Market Depth Data) http://www.nasdaqtrader.com/content/ProductsServices/DataProducts/TotalView/TotalViewFactSheet.pdf The only Market By Order Data would be Nasdaq TotalView, and again that will show you only what is happening at Nasdaq. Regarding "NASDAQ (includes data from NASDAQ, NYSE and AMEX)", this is technically correct as NYSE & AMEX stocks trade (albeit lesser volumes) on the Nasdaq exchange too. On the Nasdaq TotalView Feed you will see stocks whose primary listing is NYSE & AMEX yet also trade on Nasdaq. |
| [2022-10-29 14:39:38] |
| fish4trout - Posts: 99 |
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OK thanks. I must have renewed SP11 by accident, but I want to try SP5 and Sierra Chart Data Feed + exchange data for a month, to see how that compares to NASDAQ TotalView. Can you credit my account for SP11 ($46) so I can order SP5 ($36) + 250 real-time symbols ($25) + US Equities exchange ($10.50)?
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