Login Page - Create Account

Support Board


Date/Time: Tue, 22 Apr 2025 18:08:44 +0000



Exchange Codes Of Denali US Equities Consolidated Tape

View Count: 195

[2025-01-05 12:46:36]
User337121 - Posts: 5
Hello, I'm coding a few things in Python and I have a Sip trades file, with a lot of exchanges, was trying to put the trades same as SC , for it filtering only the relevant exchanges, but the values are not corresponding or similar. Does someone know wich exchanges (or exchange codes, or mic and operating_mic codes) that Denali US Equities Consolidated Tape uses? this is really important
[2025-01-05 17:39:59]
Sierra_Chart Engineering - Posts: 19305
Sierra Chart processes all of the market data on the CTA and UTP data feeds. So whatever exchanges are provided there are going to be what Sierra Chart uses.
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
[2025-01-05 17:49:22]
User337121 - Posts: 5
Really, it has nothing to do with barchart feed?
[2025-01-05 17:49:53]
User337121 - Posts: 5
for stocks only
[2025-01-05 18:18:40]
Sierra_Chart Engineering - Posts: 19305
Sierra Chart has not used the Barchart data feed for many years.
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: 2025-01-05 18:18:52
[2025-01-05 18:28:26]
User337121 - Posts: 5
SC uses the SIP feed?
[2025-01-05 18:57:57]
User337121 - Posts: 5
Does SC uses some kind of volume denoise in Volume by Price study, the data from the SIP shows some levels more aggressed but in SC all seems more smooth
[2025-01-05 19:12:28]
Sierra_Chart Engineering - Posts: 19305
This is one of the data feeds that Sierra Chart uses:
https://www.ctaplan.com/index

No:
Does SC uses some kind of volume denoise in Volume by Price study,

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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account