Support Board
Date/Time: Wed, 12 Mar 2025 05:22:16 +0000
Market depth for US equities
View Count: 516
| [2022-05-04 09:44:00] |
| User842286 - Posts: 1 |
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I am using Denali + Nasdaq Totalview. Please see attached screenshot of a comparison with my IB feed where I subscribe to NASDAQ TotalView-OpenView Bundle for market depth. What are my options for getting a more complete view for US stock into Sierra? It doesn't appear you can bring IB's consolidated level 2 data feed into Sierra. Thanks |
 Screenshot 2022-05-04 102235.jpg / V - Attached On 2022-05-04 08:32:27 UTC - Size: 394.43 KB - 156 views Attachment Deleted. |
| [2022-05-04 14:14:04] |
| John - SC Support - Posts: 38598 |
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For right now, there is a difference in the data, as the NASDAQ TotalView just gives the data for the primary exchange for each instrument, it is not the consolidated tape for all exchanges. We are working on getting the consolidated information for this feed. In the meantime, the only other option for getting the Market Depth data is to use interactive Brokers data. Refer to the Setup Instructions for IB here: Interactive Brokers Trading Service: Setup Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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