Login Page - Create Account

Support Board


Date/Time: Mon, 25 Nov 2024 20:44:43 +0000



Post From: Nasdaq Total View VS Consolidated Tape

[2024-02-14 16:10:31]
John - SC Support - Posts: 36278
This is not something we can specifically answer, as it depends on what you want.

The thing to keep in mind is that the data from the NASDAQ TotalView is only the data for the trades that occurred on the NASDAQ exchange. The data from the U.S. Equities Consolidated Tape is the data from all the exchanges for which an instrument is traded.

The other difference is that there is Market Depth data for the NASDAQ TotalView, but not for the U.S. Equities Consolidated Tape. But, if you activate both exchanges, then you can get the composite of both (volume and price data from the U.S. Equities Consolidated Tape with the Market Depth from the NASDAQ TotalView) by using the _MBO suffix for a symbol (e.g. IBM_MBO).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing