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Date/Time: Wed, 19 Mar 2025 23:31:29 +0000



Post From: Missing volume compared to TOS

[2022-10-28 00:57:21]
SC Support - Posts: 1943
The only Market Depth Data Feed is the Nasdaq TotalView Feed, what you have active now, and that will show you the Order Book on Nasdaq only >> the Sierra Chart Exchange Data Feed (operated by BarChart) is an aggregated volume Data Feed with Top-of-Book only (no Market Depth Data)
http://www.nasdaqtrader.com/content/ProductsServices/DataProducts/TotalView/TotalViewFactSheet.pdf

The only Market By Order Data would be Nasdaq TotalView, and again that will show you only what is happening at Nasdaq.

Regarding "NASDAQ (includes data from NASDAQ, NYSE and AMEX)", this is technically correct as NYSE & AMEX stocks trade (albeit lesser volumes) on the Nasdaq exchange too. On the Nasdaq TotalView Feed you will see stocks whose primary listing is NYSE & AMEX yet also trade on Nasdaq.