Date/Time: Sun, 01 Oct 2023 11:27:06 +0000
Post From: How to Use New NASDAQ Total View Data Feed
Sierra Chart Engineering - Posts: 104368
Some questions and answers:
1. What is the difference between the NASDAQ TotalView data feed and the US Equities data available through the Sierra Chart Exchange Data Feed?:
For NASDAQ stocks, the data feed is absolutely superior. It provides full market depth data, up to 1400 levels and we will increase this. It provides market by order data. It provides odd lot trades without any issues. These odd lot trades are included in intraday charts. It has no out of range value issues.
It has more trading volume as compared to the older Sierra Chart Exchange Data Feed for NASDAQ stocks.
It provides precise Bid volume and Ask volume as compared to the Sierra Chart Exchange Data Feed for US stocks.
It is superior in every way.
For NYSE and AMEX stocks, all of the above applies, except total daily volumes are lower for these stocks. We have noticed though, that the daily high to low ranges though for NYSE and AMEX stocks are wider with NASDAQ TotalView. Therefore covering more price activity.
However, we are certain that you will find that for order flow, and order imbalances, it is an absolutely superior data feed for NYSE and AMEX because of precise Bid volume and Ask volume.
1.1. The other advantage of the NASDAQ TotalView data feed as compared to US Equities data through the Sierra Chart Exchange Data Feed is that there is no additional cost for it other than the exchange fee. If you are using Service Package 10, 11 or 12. There is no cost. You just pay the exchange fee of 16 USD per month effective in March 2022 and thereafter.
If you are using Service Package 3 or 5, then you do have to update to package 10 or 11, but this is only 10 USD per month more before discount.
There is no 25 a-month fee any longer like there is for the Sierra Chart Exchange Data Feed which is paid to Barchart. That is gone.
And very importantly, no symbol limits. No symbol limits! And you can have multiple connections to this data feed on the same computer. And you can use this data feed on two different computers at the same time if you pay two exchange fees.
2. Is the -NQTV suffix required for these symbols?:
Yes it absolutely is. This is a very distinct data feed from a very distinct source/exchange. The symbols for this data feed must be distinguished uniquely, from any other stock data source. This suffix is absolutely required and will not be removed.
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:
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: 2022-02-01 18:19:20