Support Board
Date/Time: Tue, 26 Nov 2024 21:35:22 +0000
US Equity Real-Time Tick Data Feed
View Count: 314
| [2023-10-30 02:13:01] |
| pjk0225 - Posts: 34 |
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Which data feed is best to receive accurate real-time tick data for US equities? Since tick charts get updated based on number of trades, does the limited exchange data of NQTV affect the overall accuracy of a tick chart? Are there any cons in using the Consolidated Tape feed instead? Thanks |
| [2023-10-30 15:19:16] |
| John - SC Support - Posts: 36308 |
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Both data feeds are real-time tick data. The differences between the NQTV and the Consolidated Tape are the following: - NQTV only has data for the NASDAQ exchange. The Consolidated Tape has the data for all the U.S. exchanges on which an instrument trades. - NQTV has Market Depth data - but only for the NASDAQ exchange. The Consolidated Tape does not have any Market Depth data. If you use both, then you can take advantage of the Consolidated Tape volume data with the NQTV market depth by using the _MBO suffix. As to which exchange you want to use - it is up to you - given the above information. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-10-31 00:50:02] |
| pjk0225 - Posts: 34 |
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Great, thanks for clarifying.
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