Support Board
Date/Time: Thu, 06 Mar 2025 19:28:41 +0000
Post From: NQTV feed's volume significantly lower than expected
| [2022-02-08 16:07:43] |
| frozentundra - Posts: 94 |
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We do not think there is anything to resolve here. It would be unlikely there is anything wrong. This is the volume that the NASDAQ TotalView data feed is providing.
Understood, thank you. When would the combined tapes feature go live, is there an ETA on that? I'm referring to this post here: How to Use New NASDAQ Total View Data Feed | Post: 294318 Because TotalView does not solve volume information requirements we are adding Nasdaq Basic with NLS plus, this will show the full SIP (Securities Information Processor) consolidated volumes (SIP = CTA + UTP) , so Tapes A, B, and C (which is what UTP is sometimes called) and so will match volumes that users see on Yahoo for example.
Today BarChart offer Top of Book US Equities data via the Sierra Chart Exchange Data Feed, but only CTA Tapes A & B, so its missing a significant piece of the consolidated volume, UTP. So we will shortly be able to release the volume data that users have been asking for all these years, again we will get the raw datafeed directly from Nasdaq and control the entire process, the end result will be the highest quality integration we can achieve. |