Support Board
Date/Time: Thu, 28 Nov 2024 10:41:07 +0000
Consolidated tape volume numbers.
View Count: 777
| [2023-05-03 06:52:30] |
| jmftattoo - Posts: 94 |
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Reading through consolidated tape info and looking at some of the volume numbers with a friend today and noticed SPY daily volume from the SPY-USCT symbol is 30million shares shy of whats reported as daily volume on tradingview, and TOS. How is this consolidated tape "Superior in every way" if it isnt accounting for ALL of the daily volume transacted? That huge of a difference is NOT a small amount. That could VASTLY affect someone's read on the market. Checked other symbols and they were the same, AAPL-USCT was 46.2mil and on tradingview its reported daily volume was 48.42mil. Just wondering how this feed is "Better"? |
| [2023-05-03 08:37:03] |
| Sierra_Chart Engineering - Posts: 17201 |
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We are aware of the issue. There was not any issue for NYSE/AMEX stocks on Monday, data delivery was perfect with no loss, but Tuesday there was data loss. We are going to be posting about this. We have not said anything yet because we have been busy working on the issue. We are also replacing the incomplete data from yesterday this morning. Update: this is now done. Also for the record the data loss for NYSE/AMEX was at 1.5%. For trade date May 2, 2023 for SPY the Denali US Equities consolidated tape feed showed 79.85 million versus 81.40 with our previous Sierra Chart Exchange Data Feed. So it is less, but it is not at all 30,000,000 shares less. You have to understand that looking at Intraday volume, is going to be different than daily reported volume. Due to trades which are excluded from Intraday charts. 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 Date Time Of Last Edit: 2023-05-03 12:25:33
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| [2023-05-03 12:23:48] |
| Sierra_Chart Engineering - Posts: 17201 |
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We provided additional data in the post above. We do not accept the 30,000,000 share difference. Yes there was a problem, and it is fully or substantially resolved today but there was not a difference to the extent you are mentioning.
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 Date Time Of Last Edit: 2023-05-03 12:30:27
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| [2023-05-03 13:00:21] |
| jmftattoo - Posts: 94 |
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We provided additional data in the post above. We do not accept the 30,000,000 share difference. Yes there was a problem, and it is fully or substantially resolved today but there was not a difference to the extent you are mentioning.
I can show you the chart with the difference. I saw it with my own eyes. Doesnt really matter if its "Accepted" or not. When the numbers dont match, they dont match. Not a big deal for me I trade ES and the data is fine. But was wondering because I read all of the posts about how superior it was, then saw that with my own eyes, So I thought Id ask. My reference wasnt toward the consolidated feed vs. the old feed. Its consolidated Vs. Tradingview volume numbers. they were VASTLY different. Trading view shows the full 103million. and you were in the 70's Date Time Of Last Edit: 2023-05-03 13:05:45
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| [2023-05-03 13:18:40] |
| Sierra_Chart Engineering - Posts: 17201 |
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We apologize but we cannot accept what you are saying. There is definitely a misunderstanding or lack of knowledge on your part, which would be understandable. We have now looked at IQ Feed and this is the volume we see for trade date May 2 for SPY: 81.59 million based upon Intraday volume. This is what counts. If you are looking at the quote board and the daily volumes there or the volume for the current day on a Historical Daily Chart, then understand that what you see during the day is calculated from Intraday volume and then at the end of the day those will update, according to the official volume reported by the exchange. Due to maintenance we were doing last night, the official volumes may not have been reported by the Denali feed. And our prior data feed is still a good reference as you can see by it being very close to IQ Feed. And the new data feed is superior. But there was an issue yesterday for a particular hardware technical reason which we will explain later. 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 Date Time Of Last Edit: 2023-05-03 13:22:59
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| [2023-05-03 13:28:12] |
| Sierra_Chart Engineering - Posts: 17201 |
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And if you look at a Historical Daily chart for SPY, in Sierra Chart, for May 2, you can see that the official volume is 104,000,000 (Rounded up). But this is the official volume, not what is calculated from intraday trading activity. The issue you are describing is something you are going to see each and every single day during the trading day. You will see significantly lower volumes compared to the official volume at the end of the day. At least we think so based upon what we observe now but that does not mean there is a problem. 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 Date Time Of Last Edit: 2023-05-03 13:28:22
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| [2023-05-03 13:43:12] |
| jmftattoo - Posts: 94 |
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haha the way You all speak to paying customers is astonishing.
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| [2023-05-03 13:44:24] |
| Sierra_Chart Engineering - Posts: 17201 |
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We are just stating the facts. Stating the facts. This is all. You can laugh all you want. We do not care.
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 |
| [2023-05-03 19:08:36] |
| SC Support - Posts: 1895 |
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Hi jmftattoo, we see your issue, you are subscribed to Nasdaq TotalView and not the Consolidated Tape, so the Volumes you are seeing are only what is happening on the Nasdaq Venue, so its a lot less than the aggregated 19 venues of the Consolidated Tape; if you wish we can remove you from Nasdaq TotalView and instead add the Consolidate Tape (SIP) Data instead. If you wish us to do this, please complete the Market Data Agreement here. >> Here is what "Needs to be completed: UTP-NASDAQ CTA-NYSE Non-Professional Certification" https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements_STOCKS Then you can activate the data via #3 here: https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#USEquities See some set-up steps here: Now Available: New US Equities Consolidated Tape Data Feed (Starting with NASDAQ) they include: (1) Update to Sierra Chart Version 2497 (2) Update Symbol Settings here: Global Settings >> Symbol Settings >> click [Update from Server] button ------- In the medium term we will integrate the Consolidate SIP Volumes with the Market Depth Data of the Nasdaq TotalView Venue, we will let you know when this is ready for you. Date Time Of Last Edit: 2023-05-03 19:09:26
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| [2023-05-03 22:07:50] |
| jmftattoo - Posts: 94 |
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That is NOT what I am talking about. I viewed the visible difference on my fathers platform yesterday on his consolidated tape feed after we got him set up and running. I’m not a naive day one trader. I understand the difference between your feeds and intraday vs final volume. When I viewed the final volume yesterday for SPY and AAPL. there was a difference. I simply asked WHY there was a difference. Your rep then went on to tell me I have a lack of knowledge on the subject. I am an educator. I run a room and do real time market analysis daily to our community. I know what I am looking at. I understand there was a lapse in data. And that it’s been resolved. I simply stated past that how your “support board” mods speak you the clients who pay their salary is astonishing. This is a customer driven business. Without customers you have no platform. And yet your service team continues to belittle, and treat the customer poorly. It shines and reflects poorly upon the entire company. But alas. I will keep paying because the platform is superior. We all know that. I simply asked a question initially. I’m done with this thread now and would like to go on about my day. In the end it doesn’t matter to be anyways as I solely trade ES. |
| [2023-05-04 13:04:54] |
| SC Support - Posts: 1895 |
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Understood we will keep working on it.
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