Support Board
Date/Time: Sat, 23 Nov 2024 12:34:32 +0000
Rolling VWAP - which data feed?
View Count: 108
| [2024-08-27 19:10:49] |
| User993067 - Posts: 156 |
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I use a rolling VWAP and variance bands in my current stock feed...which feed for sc will provide the data for these calculations?...the consolidated tape feed or nasdaq total view?....I also use volume profile and numbers bars type charts. ty |
| [2024-08-27 20:12:04] |
| John - SC Support - Posts: 36238 |
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Either exchange will work with the studies you are referencing. You just need to understand the differences between the two exchange options so you can choose the one that is appropriate for your trading. - NASDAQ TotalView: Only has price and volume information for trades made on the NASDAQ exchange. This option also has Market Depth data for the NASDAQ exchange. Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes - U.S. Equities Consolidated Tape: Has price and volume information for trades made on all exchanges in the U.S. for an instrument. There is no Market Depth data. Refer to the following: US Stock/Equities Consolidated Tape Data Feed There is also the option to use both exchanges together and get the Price and Volume information from the U.S. Equities Consolidated Tape with the Market Depth data from the NASDAQ TotalView. To do this, you would activate both exchanges and then enter the symbol with an "_MBO" suffix (such as TSLA_MBO). When you are ready to activate the exchange(s) you want, follow these instructions: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* 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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