Support Board
Date/Time: Thu, 28 Nov 2024 18:49:03 +0000
New US Equities Consolidated Tape Data Feed
View Count: 418
| [2023-04-17 22:22:32] |
| fish4trout - Posts: 99 |
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I compared this today to the Sierra data feed + US equities exchange and the volume was only off by a few hundred, which is negligible (which is way better than Denali + Nasdaq TotalView). However, I was hoping the new US Equities Consolidated Tape Data Feed would include full market depth, but it only appeared to be top of book (from watching DOM all day). Is this true, and if so, are there plans to include full market depth with this new data feed?
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| [2023-04-18 01:31:24] |
| Sierra_Chart Engineering - Posts: 17206 |
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When we look at the symbol AAPL-USCT we see 13% higher Intraday volume as compared to the US Equities data feed with the Sierra Chart Exchange Data Feed, and this does not include odd lots. So our new data feed is superior to the older one from Barchart. The consolidated tape data feed does not provide market depth data but we will have a new feed available combining NASDAQ TotalView with the consolidated tape. We are not sure of the timing of that release. And we are also not sure how well it will work. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-04-18 01:32:14
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| [2023-04-18 01:54:01] |
| fish4trout - Posts: 99 |
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OK sounds good. I will be interested to try the combined TotalView with USCT feed when that is available!
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