Support Board
Date/Time: Mon, 03 Nov 2025 23:53:53 +0000
Nasdaq TotalView vs Consolidated Tape US Equities
View Count: 3440
| [2024-02-28 18:37:43] |
| PolandSpringer - Posts: 33 |
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Which data feed provides more in-depth data for order flow/1 tick volume based studies? I have used NasdaqTotalView since its been offered but am wondering if the new free consolidated tape is the same/better? |
| [2024-02-28 20:41:25] |
| John - SC Support - Posts: 42737 |
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It really depends on what you want. The NASDAQ TotalView is only the data for trading on the NASDAQ. The U.S. Equities Consolidated Tape, on the other hand, gives you the full volume and price data for all exchanges where an instrument trades. So if an instrument trades on multiple exchanges, this will give you the full view of what is occurring across all the exchanges. Also, we have Market Depth data for the NASDAQ TotalView whereas we do not have it for the U.S. Equities Consolidated Tape. But, if you activate both exchanges, then you can get the consolidated price and volume data with the Market Depth data for the NASDAQ by using the _MBO suffix for a symbol (e.g. IBM_MBO). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-04 18:16:49] |
| PolandSpringer - Posts: 33 |
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I have gone with the consolidated tape (no MBO) for this month to test out the data feed. Very good capturing all exchanges for numbers bars study and recent bid/ask volumes (which now can be clumped together through adjusting tick size - THANK YOU) Previously (under the Nasdaq TotalView data) I was able to adjust individual name's tick size through symbol settings. This is essential for something like TSLA which will take tons of resources to load 0.01 tick data on footprints/vbp studies. Now when I try and search for a symbol's name I am only seeing the old "-NQTV" extension symbols. For example, on the new consolidated tape feed I am only using "TSLA" as the symbol in charts. But when I search for "TSLA" under symbol settings I am only seeing the old "TSLA-NQTV" that I was using with the Nasdaq TV feed. If I add a new symbol, name it "TSLA", and fill out the information it does not update anything on my charts. It shows the historical data but is not updating in real-time and doesn't update even if I delete/download data. If I duplicate the existing "TSLA-NQTV" and rename it to just "TSLA" it does the same thing. The only way to get real-time updates again is to update symbol settings from the server, which deletes any duplicated or new symbol settings. How can I adjust the tick size per symbol that's automatically loaded into my charts under the consolidated tape feed? |
| [2024-03-04 21:10:56] |
| John - SC Support - Posts: 42737 |
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We believe you are referring to the Symbol Settings. As such what you are seeing is correct. There were some symbols setup for the NASDAQ TotalView exchange, but this was not necessary for the U.S. Equities Consolidated Tape. For the U.S. Equities Consolidated Tape, the default symbol settings are controlled through the items that have the following format - ?, ??, ???, etc. So the symbol settings for TSLA come from the symbol setup as "????". If you want to change something specific, then it is best to copy the symbol settings from ???? and create a new TSLA symbol and then modify what you want within that. But, you mention changing the Tick Size. If you are wanting to consolidate data for the Numbers Bars, then we recommend changing the "Volume at Price Multiplier" instead. Refer to the following: Chart Settings: Volume at Price Multiplier for Historical/Intraday Chart (Chart >> Chart Settings >> Chart Data >> Volume at Price menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-14 19:46:25] |
| User566250 - Posts: 37 |
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Hello, Reading the threat above, it seems like the U.S. Equities Consolidated Tape is free but for me it is showing $10 and the Nasdaq TotalView is $16. Was the pricing changed on it? If I am trying to create a similar set up as Bookmap, for stocks what data do I need? Do I need to upgrade to Version 11? I have never used SC for stocks (Only Futures). How can I make sure my PC does not fill up with downloaded data and I can switch between symbols quickly? Thank you |
| [2024-05-14 21:40:13] |
| John - SC Support - Posts: 42737 |
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Reading the threat above, it seems like the U.S. Equities Consolidated Tape is free but for me it is showing $10 and the Nasdaq TotalView is $16. Was the pricing changed on it?
There may have been a time when it was free for people that already had the NASDAQ TotalView. Honestly, that was so long ago, we do not even remember. The price you are paying is the correct price - it is not free. If I am trying to create a similar set up as Bookmap, for stocks what data do I need? Do I need to upgrade to Version 11?
We do not know, as we have no idea what you are wanting to replicate in Bookmap. Refer to the information on the packages at the following link: Description of Service Packages and Pricing: Packages I have never used SC for stocks (Only Futures). How can I make sure my PC does not fill up with downloaded data and I can switch between symbols quickly?
Your system will have the data for the symbols you have viewed/tracked. There is no way around this. Changing symbols is the same regardless of whether they are futures or stocks. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-14 23:22:45] |
| User566250 - Posts: 37 |
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Thanks John. My questions are in regards to the heatmap feature from bookmap. Which of the two data feeds should I purchase and can I use the heatmap feature with my current Service Package 10? Also, I saw in your Post 31627 that -consolidated tape volumes- was getting implemented in the -Denali Exchange Data Feed with NASDAQ TotalView. Curious if that was implemented? Thank you Date Time Of Last Edit: 2024-05-15 04:16:42
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Private File |
| [2024-05-15 14:51:28] |
| John - SC Support - Posts: 42737 |
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can I use the heatmap feature with my current Service Package 10?
The Market Depth Historical Graph is only available with the "Advanced" service packages, which means it is not available with Package 10. Refer to the information for the packages at the following link: Description of Service Packages and Pricing: Integrated Packages You can change your package selection at any time. When you do so, your remaining Usage Time is adjusted based on the difference in the package pricing - so if you change a more expensive package your remaining Usage Time will go down, and vice versa. To change your package, select the following link, select the package you want in the pulldown menu to the left and then select the "Update/Set" button. https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#ServicePackage which of the two data feeds should I purchase? I saw in your Post 31627 that -consolidated tape volumes- was getting implemented in the -Denali Exchange Data Feed with NASDAQ TotalView. Curious if that was implemented?
In order to get the Market Depth data, you need to use the NASDAQ TotalView data. That is the only place where we have the market depth for U.S. Stocks. But, we do also have available an option to activate both the "U.S. Equities Consolidated Tape" and the "NASDAQ TotalView" exchange. You will then use a symbol with an _MBO suffix (e.g. TSLA_MBO) and then you will get the price and volume data from the Consolidated Tape along with the Market Depth data from the NASDAQ TotalView. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-13 20:33:00] |
| lservin29 - Posts: 71 |
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I understand the difference in NQTV and X XX XXX XXXX symbols but is NQTV really necessary if one is NOT using DOM or tape and just wants live active data for bar charts? I currently have both NQTV and XXXX data packages ($16 and $10) |
| [2025-02-13 20:53:27] |
| John - SC Support - Posts: 42737 |
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There are two things to consider: 1. Market Depth. If you are not using the Market Depth data, then you probably do not need the NASDAQ TotalView exchange. 2. Trading NASDAQ. If you are trading specifically the NASDAQ, then you may want to use the NASDAQ TotalView exchange data rather than the "U.S. Equities Consolidated Tape" as this data will more accurately reflect the actual trading that is occurring on the NASDAQ. If neither of the above apply, then you do not need the "NASDAQ TotalView" exchange, you should just use the "U.S. Equities Consolidated Tape" (meaning use the standard ticker symbols with no suffix). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-11 05:32:06] |
| User393999 - Posts: 7 |
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Hi, I’ve subscribed to Package 11 with the intention of accessing market depth from all stock exchanges. However, as you mentioned, Sierra Chart currently does not provide market depth for the consolidated tape. But I noticed on Sierra Chart a service called “US Equities Consolidated Tape with Depth” — is this a newly added feature? and if so, how can it be activated and used? Additionally, since I’m new to the stock market and recently shifted from futures trading, I observed on IBKR that there are multiple stock data sources (e.g., NYSE ArcaBook (L2), NYSE OpenBook (L2), etc.), but I haven’t seen these options available in Sierra’s trade service. Does this mean that Denali Data feed not yet support some of these stock data feeds? Date Time Of Last Edit: 2025-09-11 05:41:52
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| [2025-09-11 15:48:45] |
| John - SC Support - Posts: 42737 |
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We do not know what "NYSE ArcaBook" and "NYSE OpenBook" are exactly. You would need to check with Interactive Brokers on what those are specifically referring to. Our "U.S. Equities Consolidated Tape" has the data for the 19 exchanges that make up that data. This is the typical data you will see when looking at U.S. equities. The "U.S. Equities Consolidated Tape with Depth" has been available for awhile now. We can't even remember exactly how long now, so it's been at least a year or two. Refer to the following for the information on this option: Denali Exchange Data Feed: U.S. Equities Consolidated Tape with NASDAQ TotalView For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-11 16:25:10] |
| User393999 - Posts: 7 |
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I tried the way of combining both data as shared in the link, and both charts not moving either the -NQTV or the one with _MBO
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| [2025-09-11 16:30:08] |
| John - SC Support - Posts: 42737 |
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Keep in mind that since you do not have the exchanges themselves active, you will only get the "Delayed Streaming Data", which is 15 minutes behind the actual market. As such, it is possible that when you first open a chart for a symbol that you are getting the data up to the current time. In this case, you then have to wait for 15 minutes before the chart will start updating, so be sure to give it this time to see what happens. Also, be aware that the Market Depth data from the NASDAQ TotalView is not available with the Delayed Streaming data. So you will not get any Market Depth data in this case. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-11 18:09:56] |
| User393999 - Posts: 7 |
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Even after 15 minutes, the chart in _MBO is not updating, and the candles are not moving. From what I understood of the method you shared, it should synchronize with -NQTV while it’s open. Also, part of my question wasn’t fully addressed; specifically regarding NYSE OpenBook (NYSE Level 2) support; is this supported by the Denali feed?
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| [2025-09-11 19:41:04] |
| John - SC Support - Posts: 42737 |
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Please get us your Message Log by following these instructions: Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log Close all of the Chartbooks with "File >> Close All Chartbooks". Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) -- We stated in our first response: "We do not know what "NYSE ArcaBook" and "NYSE OpenBook" are exactly. You would need to check with Interactive Brokers on what those are specifically referring to." For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-11 19:53:37] |
| User393999 - Posts: 7 |
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2025-09-11 19:50:53.381 | Software version: 2789 64-bit 2025-09-11 19:50:53.381 | Primary Thread ID: 33444 2025-09-11 19:50:53.381 | Usage end date: 2025-10-11 2025-09-11 19:50:53.381 | Enabled for: Advanced Features 2. 2025-09-11 19:50:53.381 | Enabled for: Sierra Chart Historical Data Service. 2025-09-11 19:50:53.381 | Enabled for: Denali Real-Time Exchange Data Feed. 2025-09-11 19:50:53.381 | Enabled for: Delayed Denali Exchange Data Feed. 2025-09-11 19:50:53.381 | Allow Support for Sierra Chart Data Feeds is enabled. 2025-09-11 19:50:53.381 | Current selected Data/Trading service: SC Data 2025-09-11 19:50:53.381 | Custom symbol settings values: enabled 2025-09-11 19:50:53.381 | Chart Update Interval: 400 2025-09-11 19:50:53.381 | Intraday Data Storage Time Unit: 1 2025-09-11 19:50:53.381 | Time Zone: +00:00:00 (UTC+00) 2025-09-11 19:50:53.381 | 2025-09-11 19:50:53 Local computer time in UTC 2025-09-11 19:50:53.381 | 2025-09-11 19:50:53 Local computer time in SC Time Zone 2025-09-11 19:50:53.381 | 2025-09-11 18:42:14 Server time in UTC 2025-09-11 19:50:53.381 | Local computer UTC time and Server UTC time difference: 1 seconds. 2025-09-11 19:50:53.381 | Program path: C:\SierraChart\ 2025-09-11 19:50:53.381 | Data Files path: C:\SierraChart\Data\ 2025-09-11 19:50:53.381 | OS Version Number: 10.0 2025-09-11 19:50:53.381 | Locale Setting: C 2025-09-11 19:50:53.381 | Crash reporter started: true 2025-09-11 19:50:53.381 | 2025-09-11 19:51:33.723 | File >> Disconnect selected. 2025-09-11 19:51:33.723 | Delayed Data Feed | Waiting for socket receive thread to end 2025-09-11 19:51:33.724 | DTC Client socket (1) | CloseSocket call. 2025-09-11 19:51:33.724 | Delayed Data Feed | Disconnected from the server. 2025-09-11 19:51:33.724 | SC Data | Disconnected. 2025-09-11 19:51:33.724 | DTC Client socket (1) | Shutdown started. Waiting for graceful close. 2025-09-11 19:51:33.932 | DTC Client socket (1) | Socket gracefully closed by remote side. 2025-09-11 19:51:33.932 | DTC Client socket (1) | Closed. 2025-09-11 19:51:37.805 | 2025-09-11 19:51:37.805 | SC Data | Connection to server complete. 2025-09-11 19:51:37.805 | No download requests in the queue to start downloads for. | Number times message added: 3 2025-09-11 19:51:37.805 | Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. 2025-09-11 19:51:37.805 | Mapping LEU to LEU. Service code: us_equities_utp_cta_exchange.data 2025-09-11 19:51:37.805 | Using symbol data fast lookup vector 2025-09-11 19:51:37.805 | Delayed Data Feed | Starting real-time market data updates for: LEU (LEU). ID: 1 Service code: us_equities_utp_cta_exchange.data 2025-09-11 19:51:37.805 | Delayed Data Feed | Connecting to the server ds33.sierracharts.com. Port 10043 2025-09-11 19:51:37.805 | Delayed Data Feed | Requesting security definition data for: LEU (LEU). ID: 1 2025-09-11 19:51:37.805 | Added historical Intraday data request for LEU to the queue. 2025-09-11 19:51:37.806 | Intraday data recording state for symbol LEU is set to download 'Pending'. 2025-09-11 19:51:37.806 | Triggering next historical data download in queue. 2025-09-11 19:51:37.806 | DTC Client socket (1) | Creating socket. 2025-09-11 19:51:37.806 | DTC Client socket (1) | New receive buffer size: 0 2025-09-11 19:51:37.806 | DTC Client socket (1) | Connecting to IP: 69.39.70.245. 2025-09-11 19:51:37.814 | Delaying start of download for LEU. 2025-09-11 19:51:38.018 | Delayed Data Feed | Network connection to server complete. 2025-09-11 19:51:38.018 | Delayed Data Feed | Starting socket receive thread. 2025-09-11 19:51:38.018 | Delayed Data Feed | Sending encoding request to server: Binary VLS. Compression: standard 2025-09-11 19:51:38.238 | Delayed Data Feed | Setting DTC encoding to Binary VLS 2025-09-11 19:51:38.238 | Delayed Data Feed | Sending logon request message. 2025-09-11 19:51:38.551 | Delayed Data Feed | Received logon response. 2025-09-11 19:51:38.551 | Delayed Data Feed | Server Name: SC Realtime Server. 2025-09-11 19:51:38.551 | Delayed Data Feed | Server protocol version: 8. Client protocol version: 8 2025-09-11 19:51:38.551 | Delayed Data Feed | Successfully connected. 2025-09-11 19:51:38.551 | Delayed Data Feed | Trading is not supported. 2025-09-11 19:51:38.551 | Delayed Data Feed | MarketDepthIsSupported: 1 2025-09-11 19:51:38.551 | Delayed Data Feed | Restarting real-time data updates for symbol: LEU -> LEU 2025-09-11 19:51:38.867 | Delayed Data Feed | Setting external service identifier for symbol LEU to 134 2025-09-11 19:51:38.867 | Delayed Data Feed | Received security definition for symbol LEU 2025-09-11 19:51:43.945 | HD Request # 26 | Downloading Intraday chart data for LEU to the file LEU.scid. Service: us_equities_utp_cta_exchange.data 2025-09-11 19:51:43.946 | HD Request # 26 | Download start date-time: 2025-09-11 19:36:26.000000. File last date-time: 2025-09-11 19:36:26.000000 2025-09-11 19:51:43.946 | HD Request # 26 | Using server: ds31.sierracharts.com port 10149 2025-09-11 19:51:43.947 | Socket (2) | Creating socket. 2025-09-11 19:51:43.947 | Socket (2) | New receive buffer size: 0 2025-09-11 19:51:43.947 | Socket (2) | Connecting to IP: 64.152.155.116. 2025-09-11 19:51:45.266 | HD Request # 26 | Setting DTC encoding to Binary VLS 2025-09-11 19:51:45.266 | HD Request # 26 | Sending historical data logon request message. 2025-09-11 19:51:46.019 | HD Request # 26 | Requesting Intraday data. Start date-time: 2025-09-11 19:36:26. Record interval: 1. Symbol: LEU 2025-09-11 19:51:46.764 | HD Request # 26 | Decompressing data. 2025-09-11 19:51:47.511 | HD Request # 26 | Receiving Intraday data for LEU starting at 2025-09-11 19:36:26.096000 2025-09-11 19:51:47.512 | Socket (2) | CloseSocket call. 2025-09-11 19:51:47.512 | Socket (2) | Shutdown started. Waiting for graceful close. 2025-09-11 19:51:47.513 | Historical data download thread signaled to stop. 2025-09-11 19:51:47.513 | HD Request # 26 | Timestamp of first Intraday data file record written: 2025-09-11 19:36:26.096000. 2025-09-11 19:51:47.513 | HD Request # 26 | Received 1 Intraday data record from 2025-09-11 19:36:26.096000 to 2025-09-11 19:36:26.096000 (0.0 seconds. Delay: 15.4 minutes) and wrote 1 record for LEU 2025-09-11 19:51:47.548 | HD Request # 26 | Add time&sales data | Remembered last file record date-time: 2025-09-11 19:36:26.096000 2025-09-11 19:51:47.548 | HD Request # 26 | Completion time: 4s. 2025-09-11 19:51:47.548 | HD Request # 26 | Intraday data download complete for LEU. Unique request ID: 26 2025-09-11 19:51:47.548 | Removing historical data download ID 26. 2025-09-11 19:51:47.548 | Real-time Intraday chart data file updates started for LEU 2025-09-11 19:51:47.549 | Opened cached Intraday file: C:\SierraChart\Data\LEU.scid. Thread ID: 33444 2025-09-11 19:51:47.549 | Intraday chart data file opened for LEU 2025-09-11 19:51:47.549 | HD Request # 26 | Enabling Intraday chart updating for symbol. 2025-09-11 19:51:47.549 | 2025-09-11 19:51:47.549 | No download requests in the queue to start downloads for. 2025-09-11 19:51:48.248 | Socket (2) | Socket gracefully closed by remote side. 2025-09-11 19:51:48.248 | Socket (2) | Closed. 2025-09-11 19:52:44.103 | The message log has been sent to support. * 2025-09-11 19:52:44.103 | HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Creating socket. Using TLS 1.2. 2025-09-11 19:52:44.103 | HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | New receive buffer size: 0 2025-09-11 19:52:44.103 | HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Connecting to IP: 64.152.155.19. 2025-09-11 19:52:46.527 | The Message Log was sent. Result: Message Log received. * 2025-09-11 19:52:46.777 | HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | CloseSocket call. 2025-09-11 19:52:46.777 | HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Shutdown started. Waiting for graceful close. 2025-09-11 19:52:47.359 | HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Socket gracefully closed by remote side. 2025-09-11 19:52:47.359 | HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Closed. |
| [2025-09-11 20:33:07] |
| John - SC Support - Posts: 42737 |
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Your log is not showing any errors or issues. And you are still not getting any updates for this chart for LEU? In looking at the chart for LEU, we see that it is fairly sparsely traded and there are times where a few minutes may pass between trades. Please open a chart for a much more traded equity - such as AAPL or TSLA. And then let us know if you are not seeing updates to the chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-11 21:05:50] |
| User393999 - Posts: 7 |
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The same stock was showing active movement on the broker’s chart. I’m just wondering if I’ll get a similar real-time chart experience with Denali. I’ve attached a photo of the broker’s chart, which shows far fewer gaps compared to what appears in Sierra.
Date Time Of Last Edit: 2025-09-11 21:06:12
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 IMG_1033.png / V - Attached On 2025-09-11 21:00:41 UTC - Size: 183.97 KB - 94 views |
| [2025-09-11 21:50:45] |
| John - SC Support - Posts: 42737 |
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Attached is an image of LEU with a 5 minute bar period.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| LEU[M] 5 Min #6 2025-09-11 16~48~51.640.png / V - Attached On 2025-09-11 21:50:42 UTC - Size: 26.57 KB - 88 views |
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