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Date/Time: Thu, 21 Nov 2024 16:49:07 +0000



Post From: ORDER BOOK MISSING ORDERS

[2024-11-13 19:18:27]
John - SC Support - Posts: 36187
To start with, the information for the data from the NASDAQ TotalView is explained at the following link:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes

And, if you are interested, the information for our "U.S. Equities Consolidated Tape" is at the following link:
US Stock/Equities Consolidated Tape Data Feed


With regards to the Market Depth data specifically, what we have available is not going to change any time soon, if at all. We only have the Market Depth data for U.S. Equities from the NASDAQ TotalView. The cost to get the Market Depth data for the consolidated tape is prohibitive.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing