Support Board
Date/Time: Thu, 21 Nov 2024 16:35:31 +0000
ORDER BOOK MISSING ORDERS
View Count: 82
| [2024-11-13 11:20:43] |
| User141735 - Posts: 11 |
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Hellow, i just subscribed to package 11 and NASDAQ TotalView US stock data US Equities Consolidated Tape for US stock trading. I am still using bookmap currently. i am struggeling to get same order book data as bookmap. i notice that on sierra charts i have less orders visible as shown in the images in link below.... https://ibb.co/JH55Vgq https://ibb.co/ypGDY5X please what could be the issue ? Best regards, |
| [2024-11-13 17:28:52] |
| John - SC Support - Posts: 36186 |
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The reason for this is that the NASDAQ TotalView is just the data from the NASDAQ exchange, it is not the full order book from the consolidated tape. We do not have the Market Depth data for the consolidated tape, just for the NASDAQ TotalView. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-13 17:48:13] |
| User141735 - Posts: 11 |
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Hi John, Ow this is bad. although it is very importent for SC, such reliable tool, to gurantee access to complete data in order for its features/studies to work correctly and convey the right information to trader so that he can make well informed decision. Hope this can be addressed soon |
| [2024-11-13 19:18:27] |
| John - SC Support - Posts: 36186 |
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To start with, the information for the data from the NASDAQ TotalView is explained at the following link: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes And, if you are interested, the information for our "U.S. Equities Consolidated Tape" is at the following link: US Stock/Equities Consolidated Tape Data Feed With regards to the Market Depth data specifically, what we have available is not going to change any time soon, if at all. We only have the Market Depth data for U.S. Equities from the NASDAQ TotalView. The cost to get the Market Depth data for the consolidated tape is prohibitive. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-21 11:03:44] |
| User141735 - Posts: 11 |
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Hi John, Disappointing. However all it takes to allow EDGX and NBBO subscription with Dxfeed just like BOOKMAP. anyway, i have two last question: does the current subscription (NASDAQ TotalView and US stock data US Equities Consolidated Tape) and the lack of data have an impact on the Volume and CVD ? Can i add data subscription by my own ? add data connection ? Regards, |
| [2024-11-21 14:59:29] |
| John - SC Support - Posts: 36186 |
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With both exchanges active, if you are using a symbol with the _MBO suffix, then you are getting the price and volume data from the "U.S. Equities Consolidated Tape" and the Market Depth data from the "NASDAQ TotalView". As such, there is no lack of data for the price and volumes as that is the consolidated tape data, it is only the Market Depth that is going to be different from other sources. This also means that the Cumulative Delta - Volume is going to be accurate, as the underlying data for that study is the volumes from the "U.S. Equities Consolidated Tape".
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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