Support Board
Date/Time: Tue, 04 Mar 2025 18:06:08 +0000
Stocks market depth
View Count: 2513
| [2021-02-07 10:26:56] |
| BenjFlame - Posts: 335 |
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Hello, any update, or target date for the feed with stocks level 2 market depth support, as mentioned here: Upcoming Data Feed Plans 2, New Exchange Also will this concern only nasdaq stocks? Or will it works also with nyse stocks? regards |
| [2021-02-14 13:32:06] |
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The development of this is currently underway. NYSE stocks will be included but you will not see the full volume for them. As we understand about 50%.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-12 16:10:22] |
| frozentundra - Posts: 94 |
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Any update on offering market depth data for US equities? Or is it already available and I just didn't see the service to add?
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| [2021-06-13 01:34:36] |
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Our upcoming NASDAQ data feed with market depth is not yet available. Soonest would be about a month away, more likely about two months.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-27 00:14:38] |
| frozentundra - Posts: 94 |
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If you need beta testers for the NASDAQ feed release, please count me in. Thank you for the update.
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| [2021-12-20 20:04:56] |
| frozentundra - Posts: 94 |
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Just wanted to check back in regarding this feature of Market Depth from the NASDAQ feed. Sounded like we were last targeting August/September for Go Live, any updated ETA on this feature? Again, happy to assist with beta testing if it will help. Really excited about this feature. Thank you in advance! |
| [2021-12-20 21:46:07] |
| John - SC Support - Posts: 38368 |
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We are still working on it. There have been other priorities. We are hoping to have it ready in January, but we can not make any promises.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-25 15:04:07] |
| BenjFlame - Posts: 335 |
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Hi, will we be able to enable "Draw DOM graph on chart", as well as historical market depth with totalview data, just as we do with futures'?
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| [2021-12-25 16:09:20] |
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Yes the NASDAQ TotalView data feed is an order by order data feed. It will work the same way as futures. All the same features.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-25 16:32:40] |
| BenjFlame - Posts: 335 |
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Yes the NASDAQ TotalView data feed is an order by order data feed. It will work the same way as futures. All the same features.
Fantastic!! Can't wait to use it. Also, you mentioned above NYSE stocks will be included but you will not see the full volume for them. As we understand about 50%.
Can you clarify this, please? Do you mean that for NON-nasdaq stocks, TotalView will still send data, but partial? Are we talking about depth or trade volume? Because on this page: https://www.nasdaq.com/solutions/nasdaq-totalview it says this: Nasdaq TotalView — the standard Nasdaq data feed for serious traders — displays the full order book depth on Nasdaq, including shows you every single quote and order at every price level in Nasdaq-, NYSE-, NYSE American- and regional-listed securities on Nasdaq.
Date Time Of Last Edit: 2021-12-25 16:39:38
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| [2021-12-25 18:49:03] |
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Do you mean that for NON-nasdaq stocks, TotalView will still send data, but partial? Yes this is our understanding. You would only see the trading activity including order activity on the NASDAQ , for NYSE listed stocks.Regarding that description from NASDAQ, we just have to see and find out what it actually delivers. We have not yet had access to the actual production feed. However, what we said in the prior paragraph, we are fairly certain is correct. You cannot always trust, what they are saying because they could be providing inaccurate information or stating it from a certain perspective which is misleading. We have become somewhat experienced with NASDAQ, and have also heard things. They are not very efficient and organized. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-12-27 03:32:12
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| [2021-12-25 19:05:05] |
| BenjFlame - Posts: 335 |
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Ok, please let us know. Also, I guess you get feed directly from Nasdaq, not an intermediary (such as Barchart)? |
| [2021-12-26 17:08:36] |
| Chad - Posts: 234 |
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Hi SCE, Will market maker ID (aka 'MPID' param in Nasdaq TotalView-ITCH) for each limit order be accessible for DOM / mkt depth either in a DOM window or via ACSIL? For example, 'UBSS' for UBS-Swiss, as I've seen it in ETrade, TDA, etc. |
| [2021-12-26 17:49:49] |
| wildpanther1945 - Posts: 48 |
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Hi, SC; This is an awesome update. Right now I only have one level in my DOM due my broker is not connected thru SC and I have SC data feed. On this new update, I can get the 10 or more level on DOM? Do I need to Unsubscribe to SC data feed and subscribe to the new Nasdaq data? So far I'm only trading US equities. Thanks in advance... |
| [2021-12-27 03:37:58] |
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Also, I guess you get feed directly from Nasdaq, Yes we do have physical 10 Gb connectivity to the NASDAQ servers.Will market maker ID (aka 'MPID' param in Nasdaq TotalView-ITCH) for each limit order be accessible for DOM / mkt depth either in a DOM window or via ACSIL? Not sure. There is a reference number with the orders which is accessible through ACSIL. It is numeric. I can get the 10 or more level on DOM? Yes considerably more than 10 levels.Do I need to Unsubscribe to SC data feed and subscribe to the new Nasdaq data?
Yes, but not yet because it is not available.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-12-27 03:38:38
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| [2021-12-27 08:59:02] |
| BenjFlame - Posts: 335 |
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Yes we do have physical 10 Gb connectivity to the NASDAQ servers.
!!!! Wow!! Will this feed also supply level 1 real-time and historical data? Will it be able to replace what is currently provided by barchart feed? |
| [2021-12-27 15:44:31] |
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Yes. Yes. But full market depth data is always included.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-27 21:07:12] |
| wildpanther1945 - Posts: 48 |
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Happy to this development as I don't need to open an account to another broker just to get DOM. Thanks SC...
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| [2021-12-29 12:43:37] |
| BenjFlame - Posts: 335 |
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Hi, about: Upcoming Data Feed Plans 2, New Exchange | Post: 289204 just posted: does it means that the January planned release is further postponed? Date Time Of Last Edit: 2021-12-29 13:17:18
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| [2021-12-29 13:07:47] |
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Well at the rate that this is going , which is going nowhere due to delays on the NASDAQ side, it certainly is not going to be available January 2.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-12-29 13:07:59
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| [2021-12-29 13:11:19] |
| BenjFlame - Posts: 335 |
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I guess they won't move before January 2.... half the staff must be on vacation.
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