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Date/Time: Sun, 24 Nov 2024 19:25:28 +0000



Post From: Nasdaq TotalView vs Consolidated Tape US Equities

[2024-05-15 14:51:28]
John - SC Support - Posts: 36238
can I use the heatmap feature with my current Service Package 10?

The Market Depth Historical Graph is only available with the "Advanced" service packages, which means it is not available with Package 10. Refer to the information for the packages at the following link:
Description of Service Packages and Pricing: Integrated Packages

You can change your package selection at any time. When you do so, your remaining Usage Time is adjusted based on the difference in the package pricing - so if you change a more expensive package your remaining Usage Time will go down, and vice versa. To change your package, select the following link, select the package you want in the pulldown menu to the left and then select the "Update/Set" button.
https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#ServicePackage

which of the two data feeds should I purchase? I saw in your Post 31627 that -consolidated tape volumes- was getting implemented in the -Denali Exchange Data Feed with NASDAQ TotalView. Curious if that was implemented?

In order to get the Market Depth data, you need to use the NASDAQ TotalView data. That is the only place where we have the market depth for U.S. Stocks. But, we do also have available an option to activate both the "U.S. Equities Consolidated Tape" and the "NASDAQ TotalView" exchange. You will then use a symbol with an _MBO suffix (e.g. TSLA_MBO) and then you will get the price and volume data from the Consolidated Tape along with the Market Depth data from the NASDAQ TotalView.
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