Support Board
Date/Time: Sat, 23 Nov 2024 08:04:20 +0000
[Locked] - How to Use New NASDAQ Total View Data Feed
View Count: 33346
| [2022-01-30 17:15:09] |
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This thread will explain how to use the new NASDAQ TotalView data feed to access delayed or real-time data. This includes historical data, streaming trade and quote data, market depth data (both historical and real-time), and market by order data: Market By Order Data This data feed provides data for stocks on NASDAQ, NYSE, and AMEX (NYSE Market). This data feed is now available for all users effective February 1, 2022. Example chart: https://www.sierrachart.com/image.php?Image=1643726969741.png 1. Update Sierra Chart to version 2356 or higher. Instructions: Software Download: Fast Update You *must* have this version or higher! Update with Help >> Download Prerelease. You can see your version in Help >> About from within Sierra Chart. 2. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings 3. If you require real-time data, complete the agreements here: https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements_NASDAQ These are not needed for delayed data which you can access on all service packages. Real-time data requires Service Packages 10, 11, 12 (Instructions to change Service Package are below). 4. If you require real-time data, then activate the NASDAQ exchange here: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeedNASDAQ There is no cost for the exchange in February 2022. So you will not be billed 16 USD for this month, assuming you are a nonprofessional. If you require delayed data, you do not need to activate the exchange. This is all the set up needed on the website side. 5. Once again make sure you are running version 2356 or higher. 6. Set "Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support for Sierra Chart Data Feeds" to Yes, if you require real-time data. Reconnect to the data feed after changing this setting: File Menu: Procedure to Reconnect to the Data and Trade Servers 7. You can now begin to open charts and receive either real-time or delayed data. NASDAQ TotalView symbols are in this format: [standard stock symbol]-NQTV Example: GM-NQTV You can find common symbols and search for NASDAQ symbols through File >> Find Symbol >> NASDAQ TotalView (NASDAQ/NYSE/AMEX Stocks). We have listed several hundred common stock symbols in that list as well for easy selection. To search for a symbol, refer to: File Menu: Searching for Symbols You can only search by symbol and not descriptions. Support for searching by descriptions will come later. 8. If you want the NASDAQ data feed to be real time, you need to be using Service Package 10, 11 or 12. To check what Service Package you are currently using, go to: https://www.sierrachart.com/UserControlPanel.php To change the package follow the instructions below. To change your Sierra Chart Service Package, select "Help >> Account Control Panel" on the Sierra Chart program menu. On the displayed webpage, click on the "Set Service Package for Renewal" link.
Or go to this page: https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation You will need to login if you are not currently logged in. In the "Available Services >> Choose Usage Time Service Package" frame, select the Service Package that you want to set your account to. Press the "Set" button. The remaining service usage time on your account will be adjusted based upon the cost of the package you are changing to. If the new package is a higher-priced package, then the usage time will be reduced due to the higher price. There is no charge for changing your Sierra Chart service package. Only your Sierra Chart account usage time ending date is adjusted. When changing between Sierra Chart Service Packages, the usage time ending date on your Sierra Chart account is adjusted based upon the price differences between the package you are changing from and the package you are changing to. When changing to a higher priced package, your usage time ending date will be brought back closer in time. When changing to a lower-priced package, your usage time ending date will be brought forward further out in time. 9. If you are using Interactive Brokers and you want to trade from a chart using set to a -NQTV symbol, then what you need to do is set Chart >> Chart Settings >> Trade and Current Quote Symbol to the Interactive Brokers symbol using the symbol format documented here: Interactive Brokers Symbols: Stock Format 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: 2022-03-31 15:27:04
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| [2022-02-01 05:10:35] |
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The instructions above have been updated. Historical market depth data is not provided at this time for the NASDAQ TotalView data feed. 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: 2022-02-01 05:23:36
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| [2022-02-01 13:46:37] |
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Two potential issues you could see and we will solve these: 1. Sometimes an undeleted, bid or ask level at the top of the market depth order book. 2. Sometimes minor delay when market is very busy. No need to let us know about them. 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 |
| [2022-02-01 14:02:38] |
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Interactive Brokers users need to do the following: Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings And you also need to be running version 2351 or higher. 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 |
| [2022-02-01 14:37:41] |
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Some questions and answers: 1. What is the difference between the NASDAQ TotalView data feed and the US Equities data available through the Sierra Chart Exchange Data Feed?: For NASDAQ stocks, the data feed is absolutely superior. It provides full market depth data, up to 1400 levels and we will increase this. It provides market by order data. It provides odd lot trades without any issues. These odd lot trades are included in intraday charts. It has no out of range value issues. It has more trading volume as compared to the older Sierra Chart Exchange Data Feed for NASDAQ stocks. It provides precise Bid volume and Ask volume as compared to the Sierra Chart Exchange Data Feed for US stocks. It is superior in every way. For NYSE and AMEX stocks, all of the above applies, except total daily volumes are lower for these stocks. We have noticed though, that the daily high to low ranges though for NYSE and AMEX stocks are wider with NASDAQ TotalView. Therefore covering more price activity. However, we are certain that you will find that for order flow, and order imbalances, it is an absolutely superior data feed for NYSE and AMEX because of precise Bid volume and Ask volume. 1.1. The other advantage of the NASDAQ TotalView data feed as compared to US Equities data through the Sierra Chart Exchange Data Feed is that there is no additional cost for it other than the exchange fee. If you are using Service Package 10, 11 or 12. There is no cost. You just pay the exchange fee of 16 USD per month effective in March 2022 and thereafter. If you are using Service Package 3 or 5, then you do have to update to package 10 or 11, but this is only 10 USD per month more before discount. There is no 25 a-month fee any longer like there is for the Sierra Chart Exchange Data Feed which is paid to Barchart. That is gone. And very importantly, no symbol limits. No symbol limits! And you can have multiple connections to this data feed on the same computer. And you can use this data feed on two different computers at the same time if you pay two exchange fees. 2. Is the -NQTV suffix required for these symbols?: Yes it absolutely is. This is a very distinct data feed from a very distinct source/exchange. The symbols for this data feed must be distinguished uniquely, from any other stock data source. This suffix is absolutely required and will not be removed. 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: 2022-02-01 18:19:20
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| [2022-02-01 14:49:45] |
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An example of the NASDAQ TotalView data feed: https://www.sierrachart.com/image.php?Image=1643726969741.png 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 |
| [2022-02-01 22:00:26] |
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We had a report of low trade volumes for NASDAQ stocks. We are looking into it. We will do a software update this evening which we think may resolve this. 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: 2022-02-01 22:00:56
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| [2022-02-02 06:48:44] |
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There was definitely a problem, with the initial release of the NASDAQ data feed on February 1, 2022, where not all trades were being processed and recorded and transmitted. This is now resolved. To correct the historical data in your -NQTV charts, follow the instructions here to re-download the data from the beginning of February 1 onward. Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart 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: 2022-02-02 06:48:51
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| [2022-02-02 13:50:57] |
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The symbol format for NASDAQ TotalView stocks is as follows: [stock symbol]-NQTV Example: IBM-NQTV 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: 2022-02-02 14:08:33
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| [2022-02-02 15:11:59] |
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There definitely are more trades being processed now with the NASDAQ TotalView data feed. However, we are still seeing lower volumes as compared to the Sierra Chart Exchange Data Feed US Equities data. At this point we need to do a comparison with data from official NASDAQ sources. We are checking with them on this. We are also not including non-printable trades. From NASDAQ TotalView documentation: These executions may be marked as non-•-printable. If the execution is marked as non-•-printed, it means that the
shares will be included into a later bulk print (e.g., in the case of cross executions). If a firm is looking to use the data in time-•-and-•-sales displays or volume calculations, Nasdaq recommends that firms ignore messages marked as non- -- printable to prevent double counting. Maybe those should be included. We are not sure. Would seem like they should not be. There currently is a problem where there are undeleted bid or ask levels. This can be a problem with an order by order data feed for different reasons. This can cause reversed Bid Ask prices. And a negative Ask - Bid difference. We may do a software update during the day to resolve these undeleted levels. This will interrupt the data feed for about a minute. We will need to do an in-depth analysis, as to why this issue is occurring to determine a solution. 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: 2022-02-02 15:13:14
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| [2022-02-02 19:00:15] |
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We will not be able to do a software update until after the market close.
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 |
| [2022-02-03 04:54:14] |
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For Thursday, non-printable trades are being included. We will see what happens with volumes in this regard. We also added automatic correction for when there is a negative ask minus bid spread. 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: 2022-02-03 07:38:25
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| [2022-02-03 18:56:25] |
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Nasdaq TotalView is every single quote, every order, at every price level for all NASDAQ-, NYSE- and regional-listed securities on NASDAQ. You have access to all of the depth available for immediate execution in NASDAQ, which includes quotes and orders not visible in Level 2. TotalView displays more than 20 times the liquidity of Level 2 and three times the liquidity within five cents of the inside market. TotalView features Net Order Imbalance (NOI) information for NASDAQ’s Opening and Closing Crosses as well as for the IPO and Halt Crosses. This data provides invaluable details about the likely Opening/ Closing prices, which can help reveal new trading opportunities. Because TotalView does not solve volume information requirements we are adding Nasdaq Basic with NLS plus, this will show the full SIP (Securities Information Processor) consolidated volumes (SIP = CTA + UTP) , so Tapes A, B, and C (which is what UTP is sometimes called) and so will match volumes that users see on Yahoo for example. Today BarChart offer Top of Book US Equities data via the Sierra Chart Exchange Data Feed, but only CTA Tapes A & B, so its missing a significant piece of the consolidated volume, UTP. So we will shortly be able to release the volume data that users have been asking for all these years, again we will get the raw datafeed directly from Nasdaq and control the entire process, the end result will be the highest quality integration we can achieve. For our Users on Denali they will have access to the entire (SIP) volumes at an 80% discount to where CTA (only 2/3 of SIP) is available today. 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 |
| [2022-02-08 20:59:55] |
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Regarding the reports of low volume with the NASDAQ data feed, in comparison to other data feeds including our Sierra Chart Exchange Data Feed, we will consult with NASDAQ on this. It is very unlikely there is any problem on our side. And this is just what the TotalView data feed delivers. This will get solved when we offer the full consolidated tape data feed which we will be working on as quickly as possible. 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 |
| [2022-02-13 01:08:30] |
| Sierra_Chart Engineering - Posts: 17145 |
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We are going to be adding a new full consolidated tape data feed for US equities data. This will provide the full volume data. It is our intention to combine that data with the market depth data and market by order data from the NASDAQ TotalView data feed, into a single data feed. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-02-13 01:08:52
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| [2022-02-16 02:06:40] |
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We are going to put out a new release 2356, which supports the NASDAQ delayed data feed, no matter what Trading service you are using. So if you are using CQG, you will be able to access this data in the same instance of Sierra Chart which is connected to CQG and you can then receive the delayed data. Assuming delayed data is sufficient. You can always optionally pay for real-time data by paying the NASDAQ exchange fee. But there is no cost for that, in February. 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: 2022-02-16 02:07:35
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| [2022-02-27 17:02:09] |
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When you plot an intraday candle chart from the Nasdaq totalview feed, is it any different (OHLC values) than from a standard feed, such as broker supplied, iqfeed, barchart....?
This is a good question. The NASDAQ TotalView, data feed delivers higher highs and lower lows as compared to a full consolidated tape US stock data feed. Usually the highs and lows per bar are the same. However, at times it has a wider range of values. So the bars are more comprehensive of price action. And there is another important thing to understand, with the NASDAQ TotalView data feed the Bid Volume and Ask volume are 100% precise. On a consolidated tape feed like what is provided with the Sierra Chart Exchange Data Feed or IQ Feed, it is not 100% precise. It is just an estimation, and sometimes can be completely wrong. So this is why users should see the value of the NASDAQ TotalView data feed and do not just think it is inferior feed because the volumes are lower as compared to a consolidated tape feed. The NASDAQ TotalView data feed offered by Sierra Chart is a very good data feed. 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 |
| [2022-02-28 19:48:12] |
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We want to put out some additional information regarding this: We are going to be adding a new full consolidated tape data feed for US equities data. This will provide the full volume data.
It is our intention to combine that data with the market depth data and market by order data from the NASDAQ TotalView data feed, into a single data feed. We have been responding to some users regarding this, and saying that there was a misunderstanding about exactly what NASDAQ can provide us, and whether they can provide us the full consolidated tape feed. And that we would not be able to accomplish, what we have said above based upon what NASDAQ is offering after we had done some further research. What NASDAQ can provide us, is a data feed, where at every trade, the full consolidated tape (A, B, C) total daily volume to that point in time is provided in a separate field. So that will give you an accurate volume number in the Window >> Current Quote Window for the daily volume. What we are thinking of doing with this upcoming data feed we plan to offer is giving users an option with this data feed to insert trades for the missing volume based upon this total volume field. This volume would use the last trade price. And not allocate volume to either bid volume or ask volume. So at least in the case of a chart, you are going to see complete Volume in the volume graph. 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: 2022-02-28 19:53:30
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| [2022-02-28 19:50:50] |
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The prior post has had corrections made. Refresh this page.
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: 2022-02-28 19:50:55
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| [2022-03-30 12:02:25] |
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Regarding the lower volume values seen with the NASDAQ TotalView data feed as compared to the full consolidated tape (A,B,C), we have posted about this above, have done further analysis and consideration and have learned more. We will be able to provide accurate/full Intraday volume for the US equities using another NASDAQ data feed which we are working on integrating to now (NASDAQ Basic NLS). And we have asked NASDAQ for some additional fields of data in order to provide reasonably accurate individual trade volume and accurate Bid Volume and Ask Volume. For users of the NASDAQ TotalView data feed, you will still have access to the full market depth data, and market by order data. And will have available the full Intraday volume. We may use different symbols for this data feed combining TotalView and NASDAQ NLS. We are taking this step-by-step and in about a month we will be able to deliver the accurate Intraday volume. This data will be seen within Numbers Bars. The full true consolidated tape data feed, we can obtain that but it would has a cost of about 10,000 USD a-month. If we need to obtain this, we will but we are just taking this step-by-step. 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: 2022-04-05 12:02:36
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