Support Board
Date/Time: Wed, 27 Nov 2024 19:36:43 +0000
Volume Traded at Bid and Ask data?
View Count: 388
| [2023-07-17 19:23:37] |
| The Stealthy Trader - Posts: 185 |
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I used to get this data which I was able to export to my spreadsheet. I was told by one of your reps, around a year ago, that it was no longer offered due to reliability concerns of the actual data vendor Sierra was getting it from. Feel free to check your support logs from March of 2022 to verify what happened to me with that key data. Please advise on the latest on this as I really do miss getting that data..How many shares traded at the Bid and at the offer. Thanks so much, Jonathan Date Time Of Last Edit: 2023-07-17 19:24:37
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| [2023-07-17 20:21:13] |
| John - SC Support - Posts: 36343 |
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We are not sure what the data is that you are referring to, but there has not been any changes with regards to getting data to a spreadsheet, so we doubt there has been any changes for what you are looking for. Additionally, the account from which you are posting is expired. If you do not have an active account, then we can not help you further. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-07-18 01:32:30] |
| The Stealthy Trader - Posts: 185 |
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Appreciate the quick response John. So, I used to be able to utilize the BidVolume vs AskVolume subgraph indicator + a few more volume/trade centric study's primarily for the Equities market mainly..please reference the attached screenshot. I'm looking to be able to pull real time equity data from specific sub-chart indicators like Bidvolume vs Askvolume and dump the (ID:) into my spreadsheet(see attachment) Apparently he's not sure that Barcharts replacement for realtime Equities data, Nasdaq TotalView, provides this. I'd sign up again tomorrow if I could replicate the two screenshots that I've attached. My programmer sent me this, including a shout out to you.. "SC has dropped their equities data feed that was supplied by BarChart. They now offer the NASDAQ TotalView data feed for equities. It is part of the their Denali data feed, which includes futures data. Denali Exchange Data Feed - Sierra Chart This data feed is excellent, and does include Bid/Ask volume futures data at price. I'm not an expert on their data feeds, but you can post a question about their data feed on their forum. If you are lucky to get John to respond to your post, he will explain it best. He's the best guy they have on the forum." |
 Sub Chart Volume Indicators.jpg / V - Attached On 2023-07-18 01:31:39 UTC - Size: 328.79 KB - 105 views Sample of Fields in Bid Ask Sierra spreadsheet.jpg / V - Attached On 2023-07-18 01:31:48 UTC - Size: 302.83 KB - 102 views Attachment Deleted. |
| [2023-07-18 13:20:08] |
| John - SC Support - Posts: 36343 |
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I have to admit to being very confused as to what you were told previously, as the use of the "Bid Volume vs. Ask Volume" study along with the "Spreadsheet Study" will give you the Bid volume and Ask volume in the Spreadsheet study as it always has. There has not been any change to this particular functionality. Attached is a screenshot of the Spreadsheet Study showing the "Bid Volume vs Ask Volume" and "Cumulative Delta - Volume" studies. As your programmer states, you do need the NASDAQ TotalView exchange in order to get the Market Depth data for U.S. Equities. Just be aware that this exchange does not have the consolidated volume from all exchanges. Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes Be sure to tell your programmer "Thanks" for the kind words. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| Sierra_Chart_MainWindow_2023-07-18__08_18_14.549.png / V - Attached On 2023-07-18 13:19:45 UTC - Size: 168.42 KB - 79 views |
| [2023-07-18 15:58:20] |
| The Stealthy Trader - Posts: 185 |
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Thanks John..I guess the key for me is how will the volume I need be impacted by the TotalView exchange not having data from all the exchanges..I'll look over the Feed Notes link you provided and try and assess the impact.. Thanks again! |
| [2023-07-20 20:50:03] |
| Sierra_Chart Engineering - Posts: 17198 |
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For complete information about this refer to: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes Sierra Chart does have the US equities consolidated tape data feed available which is the full volume. 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 |
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