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Date/Time: Wed, 27 Nov 2024 14:34:34 +0000

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Enable US Equities Exchange

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[2023-02-24 17:02:12] #1 [Go To First Post]
User704247 - Posts: 63
Good morning, I would like to access US Equities exchange with the intent of using market profile, footprints, and market depth historical graph. Pleas advice the steps. Thanks

[2023-02-24 18:24:39] #2 [Go To First Post]
John - SC Support - Posts: 36314
You state that you want the Market Depth Historical Graph, so we need for you to understand that we have two different U.S. Stock feeds available, each with their own tradeoffs. - U.S. Equities exchange on the Sierra Chart Exchange Data Feed: This data has the consolidated tape (full volume from all exchanges) but does not have Market Depth data. - NASDAQ TotalView exchange on the Denali Exchange Data Feed: This data does not have the consolidated tape, so it only includes the volume from the NASDAQ exchange, but it does include Market Depth Data. For now, you will have to determine which fits your needs better - or you can use both. We are working on getting the consolidated tape for the NASDAQ TotalView exchange. For the NADAQ TotalView exchange, we are working on getting the Consolidated Tape. For the Sierra Chart Exchange Data Feed, refer to the instructions here: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions For the Denali Exchange Data Feed, refer to the instructions here: Denali Exchange Data Feed: Setup Instructions: All Other Exchanges Also refer to the notes for the NASDAQ TotalView exchange here: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-02-24 18:51:09] #3 [Go To First Post]
User704247 - Posts: 63
Thank you for clarifying. For now I will opt for Denali exchange to get the market depth data. I see two options: - Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for non-professional Trading accounts - CME with Market Depth for non-professional Trading accounts For US equities, which options should I select?

[2023-02-24 21:50:14] #4 [Go To First Post]
John - SC Support - Posts: 36314
For US Equities you need to follow the instructions at the following link for the NASDAQ TotalView exchange: 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

[2023-02-24 22:06:14] #5 [Go To First Post]
User704247 - Posts: 63
Does "Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for non-professional Trading account" has US equities with market depth?

[2023-02-24 22:22:56] #6 [Go To First Post]
John - SC Support - Posts: 36314
No, those are the CME Group futures. Refer to the following for information on the CME Group: https://www.cmegroup.com/ For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-03-02 01:28:10] #7 [Go To First Post]
User704247 - Posts: 63
I have enabled NASDAQ total view (with market depth, $16/mo option) and created an 4 hour ABBV chart with large volume trade indicator (vol=5000) and market depth historical graph (lowest quantity = 1000, highest quantity = 5000). While I can see the larger volume trade indicator, I am not seeing the "liquidity bars" of market depth historical graph. To create this chart, I copied an existing 4 hour ES chart where I could see both the indicators. How can I make resolve the issue? Date Time Of Last Edit: 2023-03-02 01:28:46

[2023-03-02 14:47:08] #9 [Go To First Post]
User704247 - Posts: 63
I am observing another issue - All the equities are not updating. They are showing data until Mar 1 when I created them.

[2023-03-02 16:03:35] #10 [Go To First Post]
User704247 - Posts: 63
I have seemed to have figured out the resolution. Taking example of ABBV - I was entering "ABBV" as symbol instead of "ABBV-NQTV". When I switched to "ABBV-NQTV", the charts started to update and I can see the liquidity bars of market depth historical graph. Now, I am observing another issue that I can find symbol NQTV symbols for HUM, LNG, CTVA, MP. How can I find them?

[2023-03-02 16:26:54] #11 [Go To First Post]
User704247 - Posts: 63
Update - I manually added LNG-NQTV by duplicating an existing symbol (eG: DIS-NQTV) and now I can see both the charts getting updated as well as liquidity bars. For the rest of the symbols or the symbols that are not listed in the default list, should I manually add or is there a way to get the complete list of symbols?

[2023-03-02 18:16:55] #12 [Go To First Post]
John - SC Support - Posts: 36314
For the rest of the symbols or the symbols that are not listed in the default list, should I manually add or is there a way to get the complete list of symbols? You just need to manually enter the symbols for these. We just listed the most popular 100 or so symbols. The NASDAQ has 3500+ listings, so we can not show all of them in our "Find Symbol" window. But you do have access to all of them. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-03-02 18:26:05] #13 [Go To First Post]
User704247 - Posts: 63
Perfect, thanks for confirming.

[2023-03-02 18:47:17] #14 [Go To First Post]
User704247 - Posts: 63
One follow up - currently the market depth historical graph is showing liquidity bars of current day. What would be the settings to show of liquidity bars of last 10-20 days?

[2023-03-02 22:10:45] #15 [Go To First Post]
John - SC Support - Posts: 36314
You need to ensure that the setting for Chart >> Chart Settings >> Market Depth >> Maximum Market Depth Data Days to Load is set to show the number of days for which you want to display the Market Depth data. Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu) Then, if you have not already recorded the data for those days, then you will need to download the historical Market Depth data. Refer to the following: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-03-03 02:40:34] #16 [Go To First Post]
User704247 - Posts: 63
Thank you. I followed the steps but still seeing liquidity bars only of today.

[2023-03-03 15:46:01] #17 [Go To First Post]
John - SC Support - Posts: 36314
There is information in the link for the historical market depth data about how to force a download from a specific point in time. It is at step #8. The link to this section is here: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-03-03 16:10:21] #18 [Go To First Post]
User704247 - Posts: 63
Step #8 solved the issue. Thank you so much your help.

[2023-05-30 13:52:31] #19 [Go To First Post]
User704247 - Posts: 63
Hi Team, Please confirm the availability of the consolidated tape for the NASDAQ TotalView exchange.

[2023-05-30 16:31:50] #20 [Go To First Post]
John - SC Support - Posts: 36314
The U.S. Equities Consolidated Tape is separate exchange. The NASDAQ TotalView is still just the NASDAQ trading information. To get the data from the "U.S. Equities with Consolidated Tape", follow through the instructions at the following link and setup/activate that particular exchange: Denali Exchange Data Feed: Setup Instructions: All Other Exchanges If you do setup the "U.S. Equities with Consolidated Tape", then you will enter those symbols in your charts as the standard ticker symbols, so you would enter "IBM". If you want the NASDAQ TotalView data, you would still enter the symbol as "IBM-NQTV". For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-05-30 16:32:53] #21 [Go To First Post]
SC Support - Posts: 1895
Hi User704247, currently the 2 Feeds are not combined, for aggregated volumes you would need to subscribe to the Consolidated Tape: https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements_STOCKS (we will soon combine the 2 feeds and combine the Real-time Data Exchange Fees, which are paid to separate entities) And for Nasdaq Exchange Market Depth Data plus Opening and Closing Imbalance Data, you can use Nasdaq TotalView, which I see you are subscribed to. http://www.nasdaqtrader.com/content/ProductsServices/DataProducts/TotalView/TotalViewFactSheet.pdf

[2023-08-11 02:37:53] #22 [Go To First Post]
User704247 - Posts: 63
Hello, Is there a timeline on when the consolidated volume will be available for the NASDAQ Totalview?

[2023-08-11 13:59:58] #23 [Go To First Post]
SC Support - Posts: 1895
This is available: US Equities Consolidated Tape Combined with NASDAQ TotalView Market Depth \| Post: 354514 You should be on the latest Version of Sierra Chart: Software Download: Fast Update Also you would need to have both Stock Feeds activated, for each of the links below please complete items #2 (Market Data Agreements) and #3 (activate Real-time Data) https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#USEquities https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#DenaliNASDAQ

[2023-08-11 16:11:57] #24 [Go To First Post]
User704247 - Posts: 63
Thank you.\ I have enabled both the stocks feeds and can see "US-Equities Consolidated Tape with Depth" in Find Symbols. How do I add a symbol?

[2023-08-11 16:44:30] #25 [Go To First Post]
SC Support - Posts: 1895
"_MBO" So AAPL >> AAPL_MBO So PLTR >> PLTR_MBO

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