Support Board
Date/Time: Fri, 22 Nov 2024 05:22:36 +0000
US Equities Consolidated Tape volume
View Count: 139
| [2024-10-16 10:16:58] |
| User447007 - Posts: 41 |
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I use the US Equities Consolidated Tape data, but it doesn't show the total intraday volume data for stocks compare to other data vendors. Do you have any other data package which shows the total intraday volume data for nyse and nasdaq stocks? |
| [2024-10-16 15:08:17] |
| John - SC Support - Posts: 36203 |
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We do not know why you are saying this, the U.S. Equities Consolidated Tape is the exchange option to use to get the full volume data. You can see the volume in Window >> Current Quote Window: Getting Quotes You can also add the Volume study to the chart: Volume You can do this on a Historical Daily chart or an Intraday chart. Regarding an Intraday chart, refer to: Chart Settings: 1 Day Bars (Time Specific Bars) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-16 17:40:31] |
| User447007 - Posts: 41 |
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Check this out: use 15 min bars, yesterday (10.16) closing volume on NVDA 15 min last bar: Sierra Chart 15410446 Tc 2000: 17,2 million Yahoo finance: 17,4 million Eat symbol 15 min last bar volume yesterday (10.16) Sierra: 143433 TC 2000: 212900 Yahoo finace : 219000 Sierra always show more less volume with every symbol, I use a lot of symbol with 15 minutes bars. |
| [2024-10-16 22:42:00] |
| Sierra_Chart Engineering - Posts: 17143 |
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We do know, that the Intraday bar volume is correct and the specifications for what trades to include and what to exclude in volume calculations are followed correctly. So we are certain this is right. And also those other programs you are comparing to, it is very unlikely, that they are processing the UTP and CTA feeds directly. They are not direct data vendors. Being a direct data vendor processing raw feeds is not common. Very uncommon. Sierra Chart is a direct data vendor, processing the feeds directly. 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: 2024-10-16 22:43:33
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| [2024-10-16 23:24:34] |
| Tr00pz - Posts: 4 |
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Do you have these two settings set to yes: Data/Trade Service Settings > Common Settings > 'Process Known Odd Lot Equity Trades for DTC Services' and Chart Settings > Chart Data > 'Include Odd Lot Equity Trades' Also - once you have these enabled, you need to go to Edit > Delete All Data and Download. This will delete the current data and download the data again with odd lot equities included. You'll have to delete and redownload the data for every equity symbol that you've already downloaded. As of 7:22 EST, I'm seeing the following: 264.47 million on the quoteboard, 271.14 million on intraday charts, 251.18 million on intraday charts with odd lot equities disabled. I'm seeing around 264 million on various various sites. So definitely not missing data. Hope this helps. |
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