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Date/Time: Wed, 27 Nov 2024 16:45:45 +0000



Post From: Enable US Equities Exchange

[2023-02-24 18:24:39]
John - SC Support - Posts: 36322
You state that you want the Market Depth Historical Graph, so we need for you to understand that we have two different U.S. Stock feeds available, each with their own tradeoffs.

- U.S. Equities exchange on the Sierra Chart Exchange Data Feed: This data has the consolidated tape (full volume from all exchanges) but does not have Market Depth data.

- NASDAQ TotalView exchange on the Denali Exchange Data Feed: This data does not have the consolidated tape, so it only includes the volume from the NASDAQ exchange, but it does include Market Depth Data.

For now, you will have to determine which fits your needs better - or you can use both. We are working on getting the consolidated tape for the NASDAQ TotalView exchange.

For the NADAQ TotalView exchange, we are working on getting the Consolidated Tape.

For the Sierra Chart Exchange Data Feed, refer to the instructions here:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions

For the Denali Exchange Data Feed, refer to the instructions here:
Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges*

Also refer to the notes for the NASDAQ TotalView exchange here:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing