Support Board
Date/Time: Sat, 15 Mar 2025 16:07:49 +0000
NQTV volumes still exceptionally lower
View Count: 642
| [2022-07-06 18:30:01] |
| tenikis - Posts: 10 |
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Hello, In this thread - New Important Good Information about NASDAQ TotalView Data Feed you mention the new nasdaq feed stocks would have better volume reported from Tuesday just gone. I'm still getting very lower numbers in the quote board (see screenshot), will this be fixed? Also is there any news on getting ARCA bid/ask information into the dom/level2? Ten |
 SC_nqtv_vol_issue.PNG / V - Attached On 2022-07-06 18:29:20 UTC - Size: 30.81 KB - 109 views |
| [2022-07-06 18:39:32] |
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Yes, we did notice that. When we thought the volume would be higher or equivalent to the consolidated tape for NASDAQ stocks it was based on the first minute of trading at 9:30 AM US Eastern time. We do notice more volume then but not after. The volume data that you see is what is being provided by NASDAQ TotalView. We are working on the full consolidated tape volume data. This is not yet 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: 2022-07-06 18:39:49
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| [2022-07-06 19:15:41] |
| User193408 - Posts: 41 |
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when you will finished the consolidated tape volume data for Nasdaq totalview available through Denali, what will be then the difference compared to the existing "Sierra Chart Exchange Data Feed + US Equities exchange" ? mega thank you Reno |
| [2022-07-06 19:44:26] |
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The new consolidated tape data feed we will offer for US equities, according to volume, should be the same as what we have with the Sierra Chart Exchange Data Feed. It should be lower latency though. 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: 2022-07-06 19:44:34
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| [2022-07-07 15:58:30] |
| User193408 - Posts: 41 |
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would you concider the idea of giving the NQTV paying subscribers the access to the "Sierra Chart Exchange Data Feed + US Equities exchange" untill Denali NQTV is totally up and running ? is there any way i can try the "Sierra Chart Exchange Data Feed + US Equities exchange" for a week to see if i'm happy with it and then pay for it untill Denali NQTV is good with full volume ? thank you for your feedback Reno |
| [2022-07-07 18:01:15] |
| John - SC Support - Posts: 38678 |
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The main question with regards to the equities data is whether you need the Market Depth or not. If you do not need the Market Depth, then you will be fine with the Sierra Chart Exchange Data Feed U.S. Equities option, as it does not include the Market Depth, but does have the consolidated tape volumes. Otherwise, you will need to use the Denali Exchange Data Feed NASDAQ TotalView exchange to get the Market Depth data. Or, you will have to figure out what tradeoff you want to deal with for the time being. As to the costs for the data, the exchange fees go to the exchanges, so that is a pass-through cost, so there is nothing we can do in that regard. With the Sierra Chart Exchange Data Feed there is a Connection Fee of $25.00 for the month, but it is pro-rated, so if you activate it on the 16th of the month (halfway through the month), you would only pay 1/2 the amount ($12.50). Therefore, you may want to wait until the last week of July to try the Sierra Chart Exchange Data Feed, as the cost will be at their minimum to give it a try. You will find the Setup Instructions for the Sierra Chart Exchange Data Feed at the following link: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-07 18:16:19] |
| User193408 - Posts: 41 |
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ah, super thank you for this complete feedback, it answers all my questions and doubts. ok i will subscibe 1 month to the Sierra Chart Exchange Data Feed to see the results. can't wait for you guys to get volumes all complete and secured under NQTV. thank you John |
| [2022-07-08 12:30:56] |
| User193408 - Posts: 41 |
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need quick help just to be sure : to run the "Sierra Chart Exchange Data Feed + US Equities exchange" do i need to use another instance of sierra or can i have my "normal" denali feed in my primary instance and dedicate a sub-instance to the "Sierra Chart Exchange Data Feed + US Equities exchange" mega thank you Reno |
| [2022-07-08 13:07:37] |
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Data from the Sierra Chart Exchange Data Feed and the Denali Exchange Data Feed can all be accessed in a single instance of Sierra Chart. There is nothing special to do. The Sierra Chart Exchange Data Feed uses simple stock symbols. Like: IBM. 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 |
| [2022-07-08 13:33:16] |
| User193408 - Posts: 41 |
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thank you - it works :)
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| [2022-07-24 10:25:24] |
| gjockey - Posts: 48 |
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The new consolidated tape data feed we will offer for US equities, according to volume, should be the same as what we have with the Sierra Chart Exchange Data Feed.
@Sierra, I recall in earlier threads you mentioning the accuracy of the Nasdaq TotalView Bid/Ask volumes is significantly better than the SC Exchange Data "consolidated" feed. (With Tapes A/B/C, I can appreciate how error prone data in a consolidated feed might be) . When you talk about potentially rolling out a hybrid TotalView + Consolidated volume feed, will this new feed -in terms of bid/ask volumes- use TotalView data and just scale up the values by referencing the consolidated volume? For example, let's say the TotalView feed by itself has a bar with a bid volume of 2,000 and an ask volume of 3,000 and a total volume of 7,000. Let's say the consolidated tape says the bar total volume is actually 10x more at 70,000. Would the potential TotalView + consolidated hybrid feed then 10x it's native bid volume to 20,000 and it's ask volume to 30,000. Is that how this potential new feed will work? |
| [2022-07-24 14:43:20] |
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The consolidated tape data feed will be a separate data feed. The TotalView data feed will also be separate and provided independently as it is now. We may provide third data feed which combines the consolidated tape for Trades and best bid and ask, and TotalView for market depth. In each case the data will always be provided as is without any alteration. ill this new feed -in terms of bid/ask volumes- use TotalView data and just scale up the values by referencing the consolidated volume? No.But you will still have access to the TotalView data feed as it is now. 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: 2022-07-24 14:44:10
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| [2022-07-25 04:04:45] |
| gjockey - Posts: 48 |
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The consolidated tape data feed will be a separate data feed. Ahh, so is the future "consolidated tape data feed" a replacement for the current Sierra Chart Exchange Data Feed? |
| [2022-07-25 05:15:14] |
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Yes.
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 |
| [2022-07-25 08:24:14] |
| gjockey - Posts: 48 |
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Thanks for your efforts in trying to make a more accurate consolidated feed.
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