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[Sticky] [Locked] - US Equities Consolidated Tape Combined with NASDAQ TotalView Market Depth

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[2023-07-26 15:39:32] #1 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
We are going to be releasing the new data feed that combines the US Equities Consolidated Tape data with NASDAQ TotalView market depth, on 2023-07-27, Thursday. You will only be able to access this data if you are paying both US Equities Consolidated Tape exchange fee and the NASDAQ TotalView exchange fee. So therefore, you may want to wait until August 1 before activating these fees if you have none of them activated or only one of them. You will need to update to the current version of Sierra Chart instructions: Software Download: Fast Update ----- Update: There have been questions about pulling and stacking data with _MBO symbols. We have now looked into this. It is inherently not possible to support pulling and stacking data with _MBO symbols and it has to be considered unsupported and inaccurate at this time. We do not know if or when we would ever have a solution. 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: 2023-09-28 15:28:10

[2023-07-26 21:19:44] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
New symbol format is: [stock symbol]_MBO Example: IBM_MBO 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

[2023-07-27 15:57:57] #3 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
We are delaying this until Friday (July 28, 2023) evening as the changes for this caused a problem with CME market data authorizations last evening. This was easily resolved by us and we knew the exact cause but we do not want to take any further chances. We want more time for testing. 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: 2023-07-27 16:52:49

[2023-07-27 16:52:26] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
We are going to delay this until August 1 since that will be the beginning of when exchange fees are due. 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

[2023-08-01 15:27:38] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
This is now functional. However, the market by order data, part of this data feed is not providing any market by order data. We will look into this issue after the close today and resolve at that time. 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: 2023-08-01 15:27:53

[2023-08-02 00:33:53] #6 [Go To First Post]
User297050 - Posts: 51
I subscribed to Stock Market quotes earlier in July for $16 per month but I have noticed that my charts are not updating tick by tick and my TOS entry box is several seconds ahead of my SC Charts. I trade QQQ. Will this new feed solve that problem and if so how do I convert what I am subscribed to to get the new quote service?

[2023-08-02 15:40:34] #7 [Go To First Post]
John - SC Support - Posts: 36181
This option that combines the US Equities Consolidated Tape with the NASDAQ TotalView Market Depth does not change anything about what you are seeing. The main thing to look at is your "Chart Update Interval" and see how this is set. You may want to lower it. Refer to the following: Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-08-03 00:38:12] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
This is now resolved: However, the market by order data, part of this data feed is not providing any market by order data. And as of this time, you can use _MBO symbols when using Interactive Brokers. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings 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

[2023-08-10 14:03:33] #9 [Go To First Post]
$tack - Posts: 87
I currently only subscribe to Nasdaq TotalView and not the Consolidated Tape. When I entered a NYSE symbol and wanted to see the Nasdaq Market Depth for it such as "JPM-NQTV" this didn't seem to work. I'm sure that even if a symbol is not on the Nasdaq exchange that it still has Nasdaq Market Depth data. How do I achieve this in Sierrchart? Does subscripbing to US Equities Consolidated Tape solve this?

[2023-08-10 14:36:35] #10 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
First make sure Sierra Chart is up-to-date: Software Download: Fast Update And definitely this symbol will work: JPM-NQTV What is Global Settings >> Data/Trade Service Settings >> Current Selected Service set to? 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

[2023-08-22 19:42:54] #11 [Go To First Post]
User193408 - Posts: 41
hello - i'm paying both US Equities Consolidated Tape exchange fee and the NASDAQ TotalView exchange fee, but when i trigger any _MBO ticker it result a "unknown" message. i'm not sure what to do to try this feed.

[2023-08-22 22:01:43] #12 [Go To First Post]
John - SC Support - Posts: 36181
Please give us one example of the symbol you are entering which is not working. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-08-23 09:16:25] #13 [Go To First Post]
User193408 - Posts: 41
aww sorry mate, it wasn't loading anything yesterday and today it is working :) i will test it today. question : the time and sales data is also consolidated ? i mean it's printing the trades from the USCT + updating the bid ask depth from NQTV ? mega thank you

[2023-08-24 03:15:29] #14 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
Yes: ? i mean it's printing the trades from the USCT + updating the bid ask depth from NQTV ? 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

[2023-08-24 13:05:58] #15 [Go To First Post]
Calculus - Posts: 96
I've always found the -NQTV feed to be pretty good so is there an advantage to using _MOB over -NQTV? I'm mainly charting and trading SPY, thanks.

[2023-08-24 15:15:01] #16 [Go To First Post]
John - SC Support - Posts: 36181
The only reason to use the combined (_MBO) symbols is if you want to have the Consolidated Tape volumes and see the Market Depth. Otherwise, it is your choice on which exchange works for your purposes. Just keep in mind the NASDAQ TotalView only has volumes and market depth from the NASDAQ exchange, it does not have the data from all exchanges for which an instrument is traded. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-08-25 15:30:54] #17 [Go To First Post]
User551479 - Posts: 9
Hello, I have subscribed to the USCT feed today as well as the Nasdaq total view. I am trying to view QQQ on the consolidated tape. When I type in QQQ-USCT the chart populates but does not give me live price movement. When I type in QQQ it works. When I type in QQQ_MBO it works. Others that I know are able to use QQQ-USCT with no issues.

[2023-08-25 15:46:20] #18 [Go To First Post]
John - SC Support - Posts: 36181
The "-USCT" is no longer used. Do not use this suffix. Just use the standard symbol (QQQ) to get the Consolidated Tape data and use the _MBO suffix (QQQ_MBO) to get the Consolidated Tape with the NASDAQ TotalView depth data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-08-25 18:50:34] #19 [Go To First Post]
funbun - Posts: 90
Is there a plan to include the complete equities Level2 book? (and not only Nasdaq TV) About 50% of the times the big orders are coming from a venue other than NDQTV Date Time Of Last Edit: 2023-08-25 18:54:12

[2023-08-26 02:55:19] #20 [Go To First Post]
$tack - Posts: 87
Yes I'm wondering the same thing as funbun. I was trying to find out in another thread, but if I read the existing documentation right, is the Interactive Broker feed thoe only one that Sierra supports to provide Level 2 market depth for equities from other exchanges? It would be great to have all the exchanges combined to have the full picture.

[2023-08-26 09:35:33] #21 [Go To First Post]
User193408 - Posts: 41
"exchanges combined to have the full picture" it would be perfect yes. i would be ready to pay 100$ a month for such a feed.

[2023-08-27 12:47:53] #22 [Go To First Post]
BenjFlame - Posts: 324
Can you please add a suffix setting for stock tickers, so we can for example specify "_MBO" and not have to type it.

[2023-08-27 22:24:28] #23 [Go To First Post]
Sierra_Chart Engineering - Posts: 17136
No this is not planned: Is there a plan to include the complete equities Level2 book? (and not only Nasdaq TV) About 50% of the times the big orders are coming from a venue other than NDQTV We will see about this: Can you please add a suffix setting for stock tickers, so we can for example specify "_MBO" and not have to type it. 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

[2023-08-31 13:49:17] #24 [Go To First Post]
$tack - Posts: 87
I have asked this question a couple times with no response in this thread and elsewhere. Since Sierra seems to support market depth in Interactive Brokers, would it be possible to use that to cummulatively see the size across all those venues in market depth on a combined DOM? If not and we have our access to this data, can something be built with DTC? Thanks

[2023-08-31 14:14:32] #25 [Go To First Post]
John - SC Support - Posts: 36181
There is not a way to combine data from different data feeds. 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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