Support Board
Date/Time: Mon, 21 Apr 2025 16:59:26 +0000
Post From: Stock Depth of Market data
[2023-02-07 18:36:38] |
John - SC Support - Posts: 39380 |
You are not getting stock data from our Denali feed, rather you are setup to get the stock data from our Sierra Chart Exchange Data feed. This data only has the Best Bid/Ask, so you should only be seeing 1 level of data. We do have data for the NASDAQ TotalView exchange on our Denali Exchange Data Feed which does include all the Market Depth levels, but the data does not have the consolidated tape volumes (just the volume from the NASDAQ). The data for the U.S. Equities from the Sierra Chart Exchange Data Feed does include the full consolidated tape volumes. So there is a tradeoff currently (we are working on getting the consolidated tape for the NASDQ TotalView). If you decide you want the data from the NASDAQ TotalView, then refer to the instructions at the following link: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |