Support Board
Date/Time: Sat, 30 Nov 2024 02:38:43 +0000
Volume by price study is not showing accurate data when using stocks from NASDAQ Totalview
View Count: 339
| [2022-12-26 05:45:47] |
| Sandeep Nimmagadda - Posts: 4 |
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I've a denali exchange data feed with NASDAQ exchange & CME exchange data enabled. Whenever i'm using futures, i'm getting the correct data for volume by price study. However when i'm using the tickers from NASDAQ TotalView it is not correctly displaying the volumes at price levels. I've attached a screenshot for AAPL ticker on a 60 min chart, please let me know what the issue is? is this an issue with my study configurations?
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 AAPL-sierra-error.PNG / V - Attached On 2022-12-26 05:43:49 UTC - Size: 64.37 KB - 76 views |
| [2022-12-27 19:31:09] |
| John - SC Support - Posts: 36350 |
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From the documentation for "NASDAQ TotalView Data Feed Notes": You will not see all of the trades for a particular symbol when using NASDAQ TotalView. Only what is traded through NASDAQ.
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. The section above can be found at the following link: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes We are working on getting the consolidated tape for the NASDAQ TotalView, but we do not have it done yet. In the meantime, you can use the Sierra Chart Exchange Data Feed with the U.S. Equities exchange which does have the full volumes, but does not have any Market Depth data. Refer to the Setup Instructions here: 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 |
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