Login Page - Create Account

Support Board


Date/Time: Wed, 19 Mar 2025 17:17:16 +0000



Post From: Denali NQTV vs US equities data feed

[2022-10-27 00:15:19]
User284416 - Posts: 27
Hello

I've read an article explaining the difference between them and understood it was volume, however it was said that for NYSE and AMEX denali NQTV covers more price activity. I pulled up WMT to compare and didn't notice much price/chart difference. But I've noticed significant difference in VWAP (purple line "vw" in the middle of a green zone) and if you look at volume and relative volume indicators the spikes are also in different places. Also I looked at numbers bars and turned out max volume price within a bar and dominant side volume coloring are also different often.
Could you please tell more about how volume is calculated for both? Because these 2 data feed show completely different picture for a short-term trader and it's not market depth, it should be actual (or relatively actual, with a standard multiplicator?) volume traded. Thanks in advance

WMT-NQTV https://www.sierrachart.com/image.php?Image=1666828482514.png
WMT https://www.sierrachart.com/image.php?Image=1666828552721.png