Support Board
Date/Time: Thu, 16 Apr 2026 20:11:36 +0000
Denali Consolidated Tape — dark pool / ATS trade inclusion and sale condition access
View Count: 33
| [2026-04-16 13:35:16] |
| Shel - Posts: 1 |
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Questions on the Denali US Equities Consolidated Tape feed: 1. Does the raw tick stream include trades reported through the FINRA TRFs (off-exchange / dark pool / ATS prints)? 2. If yes, are those prints included in Intraday chart volume, or filtered out by sale condition and only reflected in end-of-day official volume? 3. Can an ACSIL study access the sale / trade condition flags per print to distinguish on-exchange vs. TRF-reported trades? Asking because I'm writing a custom study that needs to treat off-exchange volume differently from lit volume. Thanks. |
| [2026-04-16 13:49:35] |
| Sierra_Chart Engineering - Posts: 23520 |
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1. As long as these are reported through CTA and UTP, the answer is yes. We would think that they would be. 2. They should be included in Intraday charts. We would not see a reason why there would be a problem. But we are not totally sure. 3. No. 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 |
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