Support Board
Date/Time: Mon, 25 Nov 2024 22:50:37 +0000
Upgrade Advanced 11 question
View Count: 206
| [2024-01-29 13:59:55] |
| User209431 - Posts: 108 |
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Hi, Just wanted to check something. If I want to use "Market Depth Historical Graph" for creating a heat map for US Equities. Do I just need to upgrade to 11 or do I need different data then my Denali feed for US Equities as well? Thank you, |
| [2024-01-29 18:35:34] |
| John - SC Support - Posts: 36286 |
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You do need to be on Package 11 in order to have access to the Market Depth Historical Graph. The "U.S. Equities Consolidated Tape" does NOT include any market depth data. In order to get market depth data for U.S. Equities, you would need to add the "NASDAQ TotalView" exchange to what you already have active. When you do this, then you will use a suffix of _MBO (e.g. IBM_MBO) for your symbols where we then combine the U.S. Equities Consolidated Tape data with the Market Depth data from the NASDAQ TotalView. To activate the NASDAQ TotalView exchange follow the instructions at the following link: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* Keep in mind the exchanges renew on a calendar month basis and they are not pro-rated. So if you were to activate the NASDAQ TotalView today, you would pay the full amount for the remaining 2 days in January and then pay again on February 1 for the month of February. Therefore, you may want to wait until February 1 before you activate the exchange. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-29 18:38:19] |
| User209431 - Posts: 108 |
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Got it and thanks John!
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