Support Board
Date/Time: Thu, 28 Nov 2024 18:42:06 +0000
Post From: New US Equities Consolidated Tape Data Feed
| [2023-04-17 22:22:32] |
| fish4trout - Posts: 99 |
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I compared this today to the Sierra data feed + US equities exchange and the volume was only off by a few hundred, which is negligible (which is way better than Denali + Nasdaq TotalView). However, I was hoping the new US Equities Consolidated Tape Data Feed would include full market depth, but it only appeared to be top of book (from watching DOM all day). Is this true, and if so, are there plans to include full market depth with this new data feed?
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