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Direct MessagesDate/Time: Thu, 25 Apr 2024 10:43:48 +0000
Post From: Upcoming Data Feed Plans 2, New Exchange
| [2022-01-11 16:53:03] |
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We now finally have the NASDAQ production TotalView data feed. We are observing it now. We are very very impressed. This is the first time we have access to this. We see greater volume with NASDAQ stocks as compared to the US equities data feed provided by the Sierra Chart Exchange Data Feed, which utilizes Barchart Open Feed (Source data feed). With the NASDAQ TotalView data feed and the stock Amazon (AMZM) at the 9:30 open we are seeing about 5 times the volume. And over 11 times the number of trades and a wider high to low range. For NYSE stocks we do see reduced volume as compared to the US Equities data feed part of the Sierra Chart Exchange Data Feed, but we see a wider price range for the same time on NASDAQ TotalView. Therefore, overall the data quality should be more than acceptable. Regarding market depth, we are seeing extensive depth. Since we limit the number of levels to 1400 we cannot see beyond that, but we see 1400 levels on the bid and ask side for Amazon. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-01-11 17:06:28
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