Support Board
Date/Time: Wed, 27 Nov 2024 23:31:49 +0000
NASDAQ data vs Consolidated Equities
View Count: 793
| [2023-06-18 08:45:05] |
| eaglefutures - Posts: 48 |
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Hello support Hope all good there with you. I am picking up some quirks in the nasdaq data. I took a random symbol on a list. ABEV ( and ABEV-NQTV ), the first three columns on the left are ABEV ( Consolidated Tape Data ), the Next 2 columns are from ABEV-NQTV What I am picking up is that the Nasdaq symbol is missing bars . These are the same 1 min bar interval settings. and as you are able to see, the Nasdaq symbol starts to skip some minutes. Is this expected behaviour ? Then could you please explain how these compare in terms of realtime info, are they updated instantly if I pay for the live data feed, and what is the update frequency on NASDAQ totalview vs Consolidated. Then the literature explains that Nasdaq Totalview " The NASDAQ Total View data feed provides real-time data for NASDAQ, NYSE and AMEX/NYSE Market stocks and ETFs. All of the US equities are included." So how does this work in placing the order. Does this get handled in the background like interactive brokers smart routing ? or can I route the order to a specific exchange or locale. With kind regards |
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| [2023-06-19 07:51:46] |
| Sierra_Chart Engineering - Posts: 17198 |
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Yes this is expected and for the solution, refer to: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes There is no difference between the real-time, delayed or historical data. It is all the same other than the delay relative to the current time. Your questions regarding order routing have no relevancy at all to the data feed. You need to contact your broker. For the full trading volume, you need to use the US Equities Consolidated Tape exchange. 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: 2023-06-19 07:52:19
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| [2023-06-19 08:05:17] |
| eaglefutures - Posts: 48 |
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Thank you Support. Why are the minute bars missing ? Is there a setting on my side that I should enable to see minute bars even if zero stock is traded. If you look at the picture. The Nasdaq feed on quite a few stocks which I checked does skip a few minutes in between, and shows up as missing bars for that particular minute. How does this work ? |
| [2023-06-20 13:50:48] |
| Sierra_Chart Engineering - Posts: 17198 |
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The bars are missing simply because there was no trading on that particular exchange. Have a look at this setting: Chart Settings: Include Columns With No Data (Chart >> Chart Settings >> Bar Period >> Chart Bar Settings menu) 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 |
| [2023-06-20 14:21:08] |
| eaglefutures - Posts: 48 |
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Thank you for clarifying support, apologies for the oversight. With regards to the Nasdaq feed. My research indicates that you are using this feed specification https://www.utpplan.com/DOC/UtpBinaryOutputSpec.pdf#page=43 they have the following fields called participant token and retail interest indicator and then related fields such as participant update values If you review the sections. My understanding is that these ids reflect the marketmaker or dealer principles. and Retail interest is if the retail accounts are trading . Have you had the opportunity to evaluate this data and is any of this available in sierracharts as a field . best regards |
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| [2023-06-20 14:24:45] |
| Sierra_Chart Engineering - Posts: 17198 |
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For the NASDAQ TotalView data feed, that is completely different than UTP. We do have the UTP data feed as well, but we would have to look at those fields later on. Not now. 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 |
| [2023-06-20 14:39:21] |
| eaglefutures - Posts: 48 |
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No problem, appreciate it if you can find the time. I mean if these feeds do reveal extra info to certain participants of who is on the other side of the trade. things are more cowboy than I thought. I only discovered this after looking at Alpaca markets who makes this feed available for trading. They sell the order flow to create "zero" cost trades. |
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