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Date/Time: Fri, 22 Nov 2024 15:43:22 +0000



Post From: Accurate NYSE & NASDAQ price action

[2024-10-08 21:25:44]
John - SC Support - Posts: 36216
You do not need to change your package, but you would need to activate a different exchange.

You had activated the "NASDAQ TotalView" exchange, which gives you the price and volume information only for trading done on the NASDAQ. Also, in order to get this specific data, you need to enter the ticker symbol with a -NQTV suffix, such as TSLA-NQTV. This exchange includes the Market Depth data. Refer to the information at the following link:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes

If you were entering the symbol as the standard symbol (i.e. TSLA) then you were getting the data from our U.S. Equities Consolidated Tape, but since you do not have that exchange active, you would be getting the data delayed by 15 minutes, hence the pricing you are seeing is behind the actual market. This exchange does include the price and volume data for the main exchanges on which a product is traded, but it does not include Market Depth data. Refer to the following for more information on this exchange:
US Stock/Equities Consolidated Tape Data Feed

There is also a third option, which is to activate both exchanges and enter the symbol with an _MBO suffix (such as TSLA_MBO). Doing this will give you the price and volume data from the U.S. Equities Consolidated Tape with the Market Depth data from the NASDAQ TotalView.
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