Support Board
Date/Time: Wed, 27 Nov 2024 10:30:08 +0000
Increased market depth data for symbols not found in 'Find Symbol'
View Count: 491
| [2023-08-28 15:54:08] |
| User584005 - Posts: 27 |
|
I just signed on for Service package 11 and connected my Interactive Brokers account. I'm trying to learn more about the market depth / L2 data. I reviewed this link Denali Exchange Data Feed but I'm still a bit confused. When I enter the symbol TSLA, I'm only seeing a single line of market depth data. When I enter the symbol as TSLA-NQTV, the maximum orderbook is showing which is what I'm trying to accomplish with all symbols. So for example, when I search the symbol CVNA into the Find Symbol box, it says no matches found. 1) Does this mean I would not be able to get the full market depth for a symbol unless its found in the Find Symbol box? 2) I enabled the ability to type the symbol directly into the chart and like this functionality. Can I obtain full market depth data without having to type a suffix -NQTV in? I trade a lot of different symbols and want to be able to quickly access full market depth without having to open Find Symbol when I do not know the suffix. 3) Are there more columns I can add to the Order book such as exchange (NYSE, NSDQ, ARCA, BATS etc..)? |
| [2023-08-28 17:15:20] |
| User584005 - Posts: 27 |
|
I am now seeing in the Find Symbols box a selection for US Equities - Consolidated Tape with Depth that enables the Search by Symbol button. That shows CVNA_MBO when I type in CVNA and brings up full market depth data. But it seems that I can only access this if I search and still want to know if I can ensure all tickers can come through with full market data by typing the symbol into the chart regardless if I've ever searched for it in Find Symbols. |
| [2023-08-28 17:51:16] |
| John - SC Support - Posts: 36309 |
|
There are two (sort of three) different U.S. Equities exchanges. They are the following: - NASDAQ TotalView: Has volume just for NASDAQ, but does include Market Depth data. Symbols use a -NQTV suffix (e.g. IBM-NQTV) - U.S. Equities Consolidated Tape: Has volume for all the exchanges for which an instrument is traded, but does not have Market Depth data. Symbols use standard symbol (e.g. IBM). The third option is to have both of the above activated and then use the symbol with an _MBO suffix. This gives you the consolidated volume for the symbol along with the NASDAQ TotalView market depth information (e.g. IBM_MBO). Any symbol can be typed in at any time. Each exchange only has a limited number of pre-defined symbols, which are the most popular ones. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-08-28 18:59:20] |
| User584005 - Posts: 27 |
|
So is it safe to say if the market depth only has a single row when using _MBO then full market depth data is not available? I'm looking at HE_MBO and only seeing one row for that symbol. Also is there a way to add/remove columns from the market depth window? |
| [2023-08-28 19:29:04] |
| User584005 - Posts: 27 |
|
Also if I have the ticker on the chart as _MBO ie TSLA_MBO, clicking buy does not seem to work because the exchange is trying to fill a non existent ticker. I get the following message from the Trade Service Log "Trading server did not acknowledge new order | Symbol: TSLA_MBO" |
| [2023-08-29 14:01:29] |
| John - SC Support - Posts: 36309 |
|
We will have to look into what is occurring with HE_MBO. We do see that there is only 1 level when using HE_MBO, but the rest of the market depth is there when using the -NQTV symbol. So something is not quite right. With regards to the symbol, you would need to use the "Trade and Current Quote Symbol" to actually send the proper symbol to your trading service. Refer to the information here: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) You will also want to set the option for "Use As Trade Only Symbol" to "Yes". Refer to the information on this option just below the above section. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-08-29 18:23:29] |
| User584005 - Posts: 27 |
|
I do see these come up on other symbols. DNA is another example. DNA_MBO doesnt show depth but DNA-NQTV does |
| [2023-08-29 19:17:34] |
| User584005 - Posts: 27 |
|
There's just something off here and I can't figure out if its something I'm doing or if its some kind of bug. Right now if i goto AAPL_MBO, the market depth flashes in and out with maybe 5-10 rows of levels and minimal bid qty's. But if i goto AAPL-NQTV the full market depth is showing with over 1000 rows. |
| [2023-08-30 20:43:47] |
| Sierra_Chart Engineering - Posts: 17191 |
|
There may be a problem we need to resolve with the _MBO symbols. We are looking into 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 Date Time Of Last Edit: 2023-08-30 20:43:53
|
| [2023-08-30 21:08:21] |
| Sierra_Chart Engineering - Posts: 17191 |
|
This is now resolved.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: