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Date/Time: Mon, 25 Nov 2024 03:32:19 +0000



Post From: So, I paid for Nasdaq TotalView but...

[2024-04-04 15:39:09]
John - SC Support - Posts: 36238
Here are the things to keep in mind with regards to the two U.S. Equities options:
- NASDAQ TotalView: Price and Volume data only from trades done on the NASDAQ exchange. Includes NASDAQ Market Depth information.
- U.S. Equities Consolidated Tape: Price and Volume data from all U.S. exchanges where an instrument trades. Does not include Market Depth information.

So if you need Market Depth information (heatmap), then you need to have the NASDAQ TotalView exchange. And if you need the data for the NYSE Arca, then you need the U.S. Equities Consolidated Tape.

Another option is to use both. When you have both exchanges activated then you can open a symbol with an _MBO suffix, which will give you the Price and Volume data from the U.S. Equities Consolidated Tape with the Market Depth from the NASDAQ TotalView.

Refer to the following for more information on these options:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes

Denali Exchange Data Feed: US Equities Consolidated Tape Data Feed Notes
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing