Support Board
Date/Time: Sat, 12 Sep 2026 23:02:31 +0000
Totalview OFI/MBO book data.
View Count: 293
| [2026-07-26 15:37:17] |
| cmack1011 - Posts: 201 |
|
Hi. Can you tell me the update resolution of your orderbook data feed (Totalview). It looks like the fastest is about 0.6 records/sec average or about 1.2 to 2.4 callbacks/sec. Is this correct or can the feed provide more data/second? Thx CNM |
| [2026-07-27 15:59:07] |
| John - SC Support - Posts: 47854 |
|
The Market Depth is going to update at the same rate as the chart, which is set by the "Chart Update Interval". Refer to the following: Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-31 15:17:29] |
| cmack1011 - Posts: 201 |
|
Thank you I currently have Service Package 12 with TotalView and Consolidated data feeds. However, I am only seeing "odd-lot" trades on my NQTV charts and none on the Consolidated feed [M] charts? I have the "chart settings - Chart Data- 'Include Odd Lot Equity trades' set to "yes" but still not seeing odd-lot trades in the '.scid' or "depthlog' files. Over 13000 consecutive trades over 30 minutes show a minimum size of exactly 100 while the -NQTV symbol for the same stock over the same minutes is 33% odd lots. The consolidated market depth data for the same period is 100% multiples of 100 across over 11,000 records. Does this setting apply to a live stream already in progress or only at connection or historical download time? Or is there some other up-stream setting that I am missing here? Also, the NQTV data feed is about 10% of total volume. I assume this volume cannot be increased (I assume it is not being filtered)? Thank you CNM |
| [2026-07-31 21:59:14] |
| Sierra_Chart Engineering - Posts: 24847 |
|
There is no filtering of the NASDAQ TotalView data. Although market depth updates are limited to 4 per second. Regarding Odd Lot trades, refer to the documentation here: Chart Settings: Include Odd Lot Equity Trades (Chart >> Chart Settings >> Chart Data >> Chart Data menu) There is another setting that you need to enable. 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: 2026-07-31 22:00:04
|
To post a message in this thread, you need to log in with your Sierra Chart account: