Login Page - Create Account

Support Board


Date/Time: Thu, 28 Nov 2024 22:33:00 +0000



Dramatically different volume for TSLA-NQTV

View Count: 552

[2023-03-28 22:54:54]
User542430 - Posts: 50
I have noticed the volume totals for stock symbols is quite different when using -NQTV compared to just the symbol alone. For example TSLA on 3/24 shows a daily volume of 96.2 million, where TSLA-NQTV shows 11.87 million for the same day. I would just use the non-NQTV symbol, however cumulative delta does not display correctly when using Intraday data, as shown in the picture, unless NQTV is used.
imagetsla1.png / V - Attached On 2023-03-28 22:43:30 UTC - Size: 79.69 KB - 90 views
imagenqtv.png / V - Attached On 2023-03-28 22:43:38 UTC - Size: 76.78 KB - 82 views
[2023-03-29 17:33:45]
John - SC Support - Posts: 36350
Refer to the notes for the NASDAQ TotalView exchange for an explanation:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes

Note that next month we will have the consolidated tape for the NASDAQ TotalView, so the volumes will then match up.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account