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Date/Time: Sat, 15 Mar 2025 23:42:53 +0000



Post From: NQTV volumes still exceptionally lower

[2022-07-07 18:01:15]
John - SC Support - Posts: 38678
The main question with regards to the equities data is whether you need the Market Depth or not. If you do not need the Market Depth, then you will be fine with the Sierra Chart Exchange Data Feed U.S. Equities option, as it does not include the Market Depth, but does have the consolidated tape volumes.

Otherwise, you will need to use the Denali Exchange Data Feed NASDAQ TotalView exchange to get the Market Depth data.

Or, you will have to figure out what tradeoff you want to deal with for the time being.

As to the costs for the data, the exchange fees go to the exchanges, so that is a pass-through cost, so there is nothing we can do in that regard. With the Sierra Chart Exchange Data Feed there is a Connection Fee of $25.00 for the month, but it is pro-rated, so if you activate it on the 16th of the month (halfway through the month), you would only pay 1/2 the amount ($12.50). Therefore, you may want to wait until the last week of July to try the Sierra Chart Exchange Data Feed, as the cost will be at their minimum to give it a try.

You will find the Setup Instructions for the Sierra Chart Exchange Data Feed at the following link:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing