Support Board
Date/Time: Sat, 30 Nov 2024 04:34:07 +0000
Post From: Volume by price study is not showing accurate data when using stocks from NASDAQ Totalview
| [2022-12-27 19:31:09] |
| John - SC Support - Posts: 36350 |
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From the documentation for "NASDAQ TotalView Data Feed Notes": You will not see all of the trades for a particular symbol when using NASDAQ TotalView. Only what is traded through NASDAQ.
The volume for NASDAQ TotalView symbols is only the volume traded on NASDAQ for the symbol. This is only a fraction of the overall volume traded for a particular symbol among the various exchanges/venues it is traded on. The section above can be found at the following link: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes We are working on getting the consolidated tape for the NASDAQ TotalView, but we do not have it done yet. In the meantime, you can use the Sierra Chart Exchange Data Feed with the U.S. Equities exchange which does have the full volumes, but does not have any Market Depth data. Refer to the Setup Instructions here: 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 |