Support Board
Date/Time: Sun, 24 Nov 2024 11:34:13 +0000
Price Discrepancies - NASDAQ Total View
View Count: 268
| [2024-05-31 02:10:28] |
| User951086 - Posts: 23 |
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I recently subscribed to the NASDAQ TotalView Data Feed in Sierra Chart, but I have observed many price discrepancies in various stock charts. Some candlesticks do not close with the precise amounts, as the OHLC values differ from those in my brokerage account charts. I have verified this against multiple sources, confirming that the price data in my brokerage account is accurate, while the data in Sierra Chart is not. Can someone please suggest why there is a discrepancy and how I can resolve it? For example, in the attached screenshot, the 11:58 AM PST candle on the NVDA chart shows a different closing price than it should. (Such discrepancies exist at various time points). Link to the chart screenshot - https://www.sierrachart.com/image.php?Image=171712136270.png |
| [2024-05-31 13:18:19] |
| John - SC Support - Posts: 36238 |
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There is not a discrepancy. You have to keep in mind that the NASDAQ TotalView is the Price and Volume data from only the NASDAQ exchange. Whereas you are most likely comparing this to the consolidated price and volume data. If you want to match up the data, then you would need to use our "U.S. Equities Consolidated Tape" exchange and not the "NASDAQ TotalView". Refer to the following for information on each of these exchange options: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes US Stock/Equities Consolidated Tape Data Feed If you are using the NASDAQ TotalView since you want the Market Depth data, then you can activate both the U.S. Equities Consolidated Tape and the NASDAQ TotalView and get both the Price and Volume data from the U.S. Equities Consolidated Tape and the Market Depth from the NASDAQ TotalView. Once you have both exchanges active, then you would enter the symbol in the chart with an _MBO suffix (such as TSLA_MBO). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-03 03:19:14] |
| User951086 - Posts: 23 |
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If I subscribe to both NASDAQ TotalView and the U.S. Equities Consolidated Tape, could you clarify why the market depth would be exclusively from NASDAQ? I may lack understanding, but is it true that only NASDAQ provides the market depth data, with no other exchange offering it? Does this imply that the complete market depth is not publicly accessible? Date Time Of Last Edit: 2024-06-03 03:50:15
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| [2024-06-03 07:17:21] |
| Sierra_Chart Engineering - Posts: 17154 |
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All we can say is that we only provide market depth data for US equities from NASDAQ TotalView. If it is available somewhere else we do not know about it. And we would think it would be a lot of complexity working with it anyway if it were available.
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: 2024-06-03 07:18:23
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