Support Board
Date/Time: Sun, 24 Nov 2024 19:39:41 +0000
Nasdaq TotalView vs Consolidated Tape US Equities
View Count: 908
| [2024-02-28 18:37:43] |
| PolandSpringer - Posts: 30 |
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Which data feed provides more in-depth data for order flow/1 tick volume based studies? I have used NasdaqTotalView since its been offered but am wondering if the new free consolidated tape is the same/better? |
| [2024-02-28 20:41:25] |
| John - SC Support - Posts: 36238 |
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It really depends on what you want. The NASDAQ TotalView is only the data for trading on the NASDAQ. The U.S. Equities Consolidated Tape, on the other hand, gives you the full volume and price data for all exchanges where an instrument trades. So if an instrument trades on multiple exchanges, this will give you the full view of what is occurring across all the exchanges. Also, we have Market Depth data for the NASDAQ TotalView whereas we do not have it for the U.S. Equities Consolidated Tape. But, if you activate both exchanges, then you can get the consolidated price and volume data with the Market Depth data for the NASDAQ by using the _MBO suffix for a symbol (e.g. IBM_MBO). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-04 18:16:49] |
| PolandSpringer - Posts: 30 |
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I have gone with the consolidated tape (no MBO) for this month to test out the data feed. Very good capturing all exchanges for numbers bars study and recent bid/ask volumes (which now can be clumped together through adjusting tick size - THANK YOU) Previously (under the Nasdaq TotalView data) I was able to adjust individual name's tick size through symbol settings. This is essential for something like TSLA which will take tons of resources to load 0.01 tick data on footprints/vbp studies. Now when I try and search for a symbol's name I am only seeing the old "-NQTV" extension symbols. For example, on the new consolidated tape feed I am only using "TSLA" as the symbol in charts. But when I search for "TSLA" under symbol settings I am only seeing the old "TSLA-NQTV" that I was using with the Nasdaq TV feed. If I add a new symbol, name it "TSLA", and fill out the information it does not update anything on my charts. It shows the historical data but is not updating in real-time and doesn't update even if I delete/download data. If I duplicate the existing "TSLA-NQTV" and rename it to just "TSLA" it does the same thing. The only way to get real-time updates again is to update symbol settings from the server, which deletes any duplicated or new symbol settings. How can I adjust the tick size per symbol that's automatically loaded into my charts under the consolidated tape feed? |
| [2024-03-04 21:10:56] |
| John - SC Support - Posts: 36238 |
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We believe you are referring to the Symbol Settings. As such what you are seeing is correct. There were some symbols setup for the NASDAQ TotalView exchange, but this was not necessary for the U.S. Equities Consolidated Tape. For the U.S. Equities Consolidated Tape, the default symbol settings are controlled through the items that have the following format - ?, ??, ???, etc. So the symbol settings for TSLA come from the symbol setup as "????". If you want to change something specific, then it is best to copy the symbol settings from ???? and create a new TSLA symbol and then modify what you want within that. But, you mention changing the Tick Size. If you are wanting to consolidate data for the Numbers Bars, then we recommend changing the "Volume at Price Multiplier" instead. Refer to the following: Chart Settings: Volume at Price Multiplier for Historical/Intraday Chart (Chart >> Chart Settings >> Chart Data >> Volume at Price menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-14 19:46:25] |
| User566250 - Posts: 37 |
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Hello, Reading the threat above, it seems like the U.S. Equities Consolidated Tape is free but for me it is showing $10 and the Nasdaq TotalView is $16. Was the pricing changed on it? If I am trying to create a similar set up as Bookmap, for stocks what data do I need? Do I need to upgrade to Version 11? I have never used SC for stocks (Only Futures). How can I make sure my PC does not fill up with downloaded data and I can switch between symbols quickly? Thank you |
| [2024-05-14 21:40:13] |
| John - SC Support - Posts: 36238 |
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Reading the threat above, it seems like the U.S. Equities Consolidated Tape is free but for me it is showing $10 and the Nasdaq TotalView is $16. Was the pricing changed on it?
There may have been a time when it was free for people that already had the NASDAQ TotalView. Honestly, that was so long ago, we do not even remember. The price you are paying is the correct price - it is not free. If I am trying to create a similar set up as Bookmap, for stocks what data do I need? Do I need to upgrade to Version 11?
We do not know, as we have no idea what you are wanting to replicate in Bookmap. Refer to the information on the packages at the following link: Description of Service Packages and Pricing: Packages I have never used SC for stocks (Only Futures). How can I make sure my PC does not fill up with downloaded data and I can switch between symbols quickly?
Your system will have the data for the symbols you have viewed/tracked. There is no way around this. Changing symbols is the same regardless of whether they are futures or stocks. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-14 23:22:45] |
| User566250 - Posts: 37 |
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Thanks John. My questions are in regards to the heatmap feature from bookmap. Which of the two data feeds should I purchase and can I use the heatmap feature with my current Service Package 10? Also, I saw in your Post 31627 that -consolidated tape volumes- was getting implemented in the -Denali Exchange Data Feed with NASDAQ TotalView. Curious if that was implemented? Thank you Date Time Of Last Edit: 2024-05-15 04:16:42
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| [2024-05-15 14:51:28] |
| John - SC Support - Posts: 36238 |
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can I use the heatmap feature with my current Service Package 10?
The Market Depth Historical Graph is only available with the "Advanced" service packages, which means it is not available with Package 10. Refer to the information for the packages at the following link: Description of Service Packages and Pricing: Integrated Packages You can change your package selection at any time. When you do so, your remaining Usage Time is adjusted based on the difference in the package pricing - so if you change a more expensive package your remaining Usage Time will go down, and vice versa. To change your package, select the following link, select the package you want in the pulldown menu to the left and then select the "Update/Set" button. https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#ServicePackage which of the two data feeds should I purchase? I saw in your Post 31627 that -consolidated tape volumes- was getting implemented in the -Denali Exchange Data Feed with NASDAQ TotalView. Curious if that was implemented?
In order to get the Market Depth data, you need to use the NASDAQ TotalView data. That is the only place where we have the market depth for U.S. Stocks. But, we do also have available an option to activate both the "U.S. Equities Consolidated Tape" and the "NASDAQ TotalView" exchange. You will then use a symbol with an _MBO suffix (e.g. TSLA_MBO) and then you will get the price and volume data from the Consolidated Tape along with the Market Depth data from the NASDAQ TotalView. 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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