Support Board
Date/Time: Wed, 19 Mar 2025 16:52:28 +0000
Denali NQTV vs US equities data feed
View Count: 560
| [2022-10-27 00:15:19] |
| User284416 - Posts: 27 |
|
Hello I've read an article explaining the difference between them and understood it was volume, however it was said that for NYSE and AMEX denali NQTV covers more price activity. I pulled up WMT to compare and didn't notice much price/chart difference. But I've noticed significant difference in VWAP (purple line "vw" in the middle of a green zone) and if you look at volume and relative volume indicators the spikes are also in different places. Also I looked at numbers bars and turned out max volume price within a bar and dominant side volume coloring are also different often. Could you please tell more about how volume is calculated for both? Because these 2 data feed show completely different picture for a short-term trader and it's not market depth, it should be actual (or relatively actual, with a standard multiplicator?) volume traded. Thanks in advance WMT-NQTV https://www.sierrachart.com/image.php?Image=1666828482514.png WMT https://www.sierrachart.com/image.php?Image=1666828552721.png |
| [2022-10-27 14:17:15] |
| John - SC Support - Posts: 38800 |
|
The difference is simply that the volumes from the NASDAQ TotalView exchange are only from the primary exchange for a symbol. You are not getting all the volume from all the exchanges on which it is traded. This would result in exactly what you are seeing - differences in the traded volumes. As to how this impacts you, you would need to determine what works best for you. We can not say. 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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