Support Board

Date/Time: Mon, 06 May 2024 08:31:31 +0000

Post From: US Equites Full Market Depth

[2021-05-27 16:56:52] Link To Thread - Link To Post [Go To First Post]
Ned_R - Posts: 16
Hello, I am a subscriber of Sierra Chart services and data feed. Would you please advise as to whether or not Sierra chart plans to: 1. Provide full market depth/full order book data for US Equities (resting limit orders across the full depth of book(s)) for the following exchanges (Nasdaq, EDGX and NYSE/ARCA)? 2. If yes, can this data be consolidates at every price level and used by the Market Depth Historical Graph study to display ALL consolidates resting limit orders at every price level? (similar to Bookmap software) If his is the case, roughly when can we expect to be able to have access to this product(full market depth)? If the answer is no, would a data feed subscription to TDAmeritrade work with the Market Depth Historical Graph study to view US Equities full depth resting limit orders? and how can that data feed be set up that way? Please advise. I found bits an pieces of information out there but no complete definitive answer, perhaps the answer is out there and I missed it, either way, kindly clarify. Thank you!