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Date/Time: Sat, 15 Mar 2025 16:05:24 +0000



equities data

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[2022-07-27 19:56:49]
User369775 - Posts: 3
hi does your equities data include market depth and volume at price?
[2022-07-27 21:07:51]
John - SC Support - Posts: 38678
We currently have two offerings for the U.S. Equities. Each has plusses and minuses.

- Sierra Chart Exchange Data Feed with U.S. Equities exchange: Does NOT include Market Depth data, but does have the consolidated tape for the volumes.

- Denali Exchange Data Feed with NASDAQ TotalView exchange: Does include Market Depth Data, but does NOT have the consolidated tape volumes.

We are working on getting the consolidated tape volume for the NASDAQ TotalView data, but it will probably be a few more months.

Both are capable of giving data that will work with the Volume by Price study.

It is your choice on which one to go with for now. refer to the instructions for each at the following links:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions

Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges*
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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