Support Board

Date/Time: Mon, 16 Sep 2024 19:23:02 +0000

Post From: Heatmap Improvements to be closer to Bookmap

[2023-03-01 16:13:25] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 34453
We currently have 2 separate data feeds for U.S. Stocks. Each with a tradeoff. - Sierra Chart Exchange Data Feed with U.S. Equities exchange (this is what you are using now): Does not have Market Depth data, but does have the consolidated tape volumes (volumes from all exchanges on which an instrument trades). - Denali Exchange Data Feed with NASDAQ TotalView exchange: Does have Market Depth Data (except for delayed streaming data), but does not have the consolidated tape volumes. We are working on getting the consolidated tape for this data and should have it within about a month. ---- As noted above, the NASDAQ does not allow the Market Depth data unless it is paid for, so our Delayed Streaming Data for the NASDAQ TotalView does not include market depth information. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing