Support Board
Date/Time: Mon, 21 Apr 2025 16:07:37 +0000
Stock Depth of Market data
View Count: 840
| [2023-02-07 17:06:38] |
| Rickty - Posts: 35 |
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SC Support, My stock market depth of data on Denali feed appears limited to values like 1, 2, 3 shares per level and it only goes a few levels deep, which must be incorrect. There is probably a simple solution to this but I have been unable to find it. I'm hoping to replicate the depth of book, in number of levels and size available at each, that I'm able to get in futures. Please advise. |
| [2023-02-07 18:36:38] |
| John - SC Support - Posts: 39378 |
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You are not getting stock data from our Denali feed, rather you are setup to get the stock data from our Sierra Chart Exchange Data feed. This data only has the Best Bid/Ask, so you should only be seeing 1 level of data. We do have data for the NASDAQ TotalView exchange on our Denali Exchange Data Feed which does include all the Market Depth levels, but the data does not have the consolidated tape volumes (just the volume from the NASDAQ). The data for the U.S. Equities from the Sierra Chart Exchange Data Feed does include the full consolidated tape volumes. So there is a tradeoff currently (we are working on getting the consolidated tape for the NASDQ TotalView). If you decide you want the data from the NASDAQ TotalView, then refer to the instructions at the following link: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-09 16:51:16] |
| Rickty - Posts: 35 |
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I believe I have now signed up for Denali. Complete software and computer restart following a clear restart of the data. Same issue. Not sure what else to try.
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| [2023-02-09 17:22:37] |
| John - SC Support - Posts: 39378 |
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Make sure that your stock symbols have a suffix of "-NQTV". For example - IBM-NQTV. Without this suffix, you are still getting the data from the Sierra Chart Exchange Data Feed rather than the NASDAQ TotalView. 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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