Support Board
Date/Time: Tue, 02 Dec 2025 12:22:02 +0000
Subminute footprint chart for US stocks
View Count: 31
| [2025-12-01 18:46:31] |
| User373992 - Posts: 1 |
|
I am trying to apply footprint charts to individual stocks in real time, especially volatile small cap stocks. From previous posts, I think I need to subscribe to US Equities consolidated tape exchange data feed, instead of Nasdaq total view data feed, to get the complete trades. The questions are: 1. Can footprint chart be applied to a volatile small cap stock in real time, i.e., displaying the real time auctions on a footprint chart tick by tick? 2. How accurate the footprint chart is? 3. Can I have sub-minute footprint charts, such as 5s, 10s, 30s, etc. in addition to higher timeframe charts? |
| [2025-12-01 18:53:03] |
| John - SC Support - Posts: 43225 |
|
What exchange you select depends on what you need. Refer to the following: US Stock/Equities Consolidated Tape Data Feed Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes You can not subscribe to data while on a Trial. And you need to be on one of the "Integrated" packages in order to be able to setup and get the data. Refer to the following: Description of Service Packages and Pricing To change to a paid package, follow these instructions: Sierra Chart Purchase and License Information: Instructions 1. The Numbers Bars study can be applied to any chart. The volatility does not matter. 2. The Numbers Bars are as good as the data that they are built from. If you are getting the data from our Denali Exchange Data Feed, then they fully represent the actual trades that occur on the exchange. 3. Yes, you can use any timeframe that is available within Sierra Chart with a Numbers Bars chart, including 1 tick (not that it would be very interesting). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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