Support Board
Date/Time: Sat, 30 Nov 2024 01:30:01 +0000
SPY
View Count: 683
| [2022-12-07 15:14:40] |
| User575399 - Posts: 322 |
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Can I get SPY data with my chart package? If so what is the ticker on Sierra? Thanks
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| [2022-12-07 18:13:54] |
| John - SC Support - Posts: 36350 |
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If you want 15 minute delayed streaming data, then that is available. You would need to use the symbol "SPY-NQTV" since the data is from our NASDAQ TotalView exchange. Otherwise, if you want real-time data then you could fill out the agreements and activate the NASDAQ TotalView exchange by following these instructions: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* Please refer to the information for the NASDAQ TotalView exchange at the following link: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-12-24 23:41:36] |
| KtbPanther - Posts: 3 |
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One question I'd like to add to this. I like to use volume by price and I was reading that it looks like the totalview has market profile but not all the exchanges transacted volume. I think the proper fix for now is to enable the real time Denali feed and use the U.S. equities feed to capture entire SPY transacted volume across all exchanges. I think I've implemented this fix correct in my account today. Is my understanding correct? Thanks.
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| [2022-12-25 18:11:27] |
| Sierra_Chart Engineering - Posts: 17266 |
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Yes: and use the U.S. equities feed to capture entire SPY transacted volume across all exchanges. I think I've implemented this fix correct in my account today. Is my understanding correct?
In this case use the symbol SPY. 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 |
| [2023-01-01 19:03:50] |
| KtbPanther - Posts: 3 |
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OK, thank you. so I have the "U.S. equities" real-time enabled on my account as well as totalview. I've notice that "SPY" symbol with 3min candles is going back to 9-27-2022 as of this post and "SPY-NQTV"[M] is going to 3-18-2022 as of this post. I've honestly looked through the documentation and I'm still trying to find the answer as to why one is shorter than the other. Could you please explain why I might be seeing what I'm seeing? I thought the denail feed went much further back? All I'm trying to do is have a volume by price profile that goes back a certain amount of time and for the purpose of this experiment, I'm trying to have a tick by tick volume by price profile that goes back further than just September that has all of the exchange data, unlike total view which is inferior in terms of volume information. Thanks.
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| [2023-01-01 20:55:27] |
| Sierra_Chart Engineering - Posts: 17266 |
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The starting date for both of those symbols is going to be the same. You need to follow the instructions here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data 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 |
| [2023-01-02 02:16:01] |
| KtbPanther - Posts: 3 |
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Thanks. I was able to resolve the issue with the information in the link you posted. I needed to change the "Date Range In File From" in Chart Settings to an earlier date. I did not think this was needed given my "Load Data Limiting Method (List)" field is and was already set to "Use Number of Days To Load". It appears that the starting date must been less than or equal to the value set in the "Days to Load for Intraday Chart Data Type". Please correct me if I'm wrong. Thanks again.
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