Support Board
Date/Time: Sat, 30 Nov 2024 03:36:18 +0000
NASDAQ TotalView total Volume
View Count: 384
| [2022-12-21 22:07:05] |
| Essi - Posts: 4 |
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Hi, according to https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#NasdaqDataFeedNotes, the volume for NASDAQ TotalView symbols is only the volume traded on NASDAQ for the symbol. This is only a fraction of the overall volume traded for a particular symbol among the various exchanges/venues it is traded on. my question is if this is still the case, is there a way to access all traded volume? |
| [2022-12-21 22:30:15] |
| John - SC Support - Posts: 36350 |
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In order to get the data for the consolidated tape, you would need to use the Sierra Chart Exchange Data Feed with the U.S. Equities exchange instead of the NASDAQ TotalView data. Just be aware that although the U.S. Equities exchange on the Sierra Chart Exchange Data Feed does have the consolidated tape, it does not include any Market Depth data. So there is a tradeoff between the two options. Refer to the Setup Instructions for the Sierra Chart Exchange Data Feed here: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions Note that the symbols to use when using the U.S. Equities exchange is the standard stock symbol (i.e. IBM). The -NQTV specifically denotes that the symbol is to come from the NASDAQ TotalView exchange. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-12-22 00:14:17] |
| Essi - Posts: 4 |
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Because I need depth of market I have to choose Nasdaq Totalview. is not possible to combine these two data feed?
|
| [2022-12-22 01:32:03] |
| Sierra_Chart Engineering - Posts: 17267 |
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No, they cannot be combined at this time. Later that will come.
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 |
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