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Direct MessagesDate/Time: Fri, 18 Oct 2024 08:41:34 +0000
Volume data is not showing correctly as ThinkOrSwim
View Count: 215
| [2024-06-13 18:31:23] |
| Ragy - Posts: 29 |
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Hello - My volume on Sierra chart is off by big margin when compared to ThinkOrSwim and Webull. For example, today's chart for SMCI 5 min, the opening candle on Sierra shows a total volume of 92K, while TOS showing 231K and Webull showing 408K. I did the same test on AAPL and the results were not consistent. As you can see Sierra is always showing a lower volume. Is there a reason why is that? |
Private File |
| [2024-06-13 18:38:53] |
| John - SC Support - Posts: 35333 |
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You are getting the data from our NASDAQ TotalView exchange. This exchange only has volume and price information for the NASDAQ trades that occur. Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes If you want to have the consolidated volume, then you would need to use our "U.S. Equities Consolidated Tape" exchange. Refer to the following: US Stock/Equities Consolidated Tape Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-17 16:13:04] |
| Ragy - Posts: 29 |
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Is there U.S. Equities Consolidated Tape with Depth? Or how can I see depth L2 data while also using U.S. Equities Consolidated Tape
Date Time Of Last Edit: 2024-06-17 16:19:08
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| [2024-06-17 17:23:48] |
| John - SC Support - Posts: 35333 |
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If you have both the "U.S. Equities Consolidated Tape" and the "NASDAQ TotalView" exchanges active, then you can use a symbol with the suffix of _MBO (e.g. TSLA_MBO), that will give you the Pricing and Volume from the U.S. Equities Consolidated Tape wit 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 |
| [2024-06-17 19:14:46] |
| Ragy - Posts: 29 |
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Where can I find TSLA_MBO? Is it under "U.S. Equities Consolidated Tape"? Or I just simply type "TSLA_MBO" in the symbol field?
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| [2024-06-17 20:42:10] |
| John - SC Support - Posts: 35333 |
|
You need to type in the symbol, such as "TSLA_MBO".
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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