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Date/Time: Sat, 22 Jun 2024 07:13:39 +0000

Post From: How to Use New NASDAQ Total View Data Feed

[2022-02-03 18:56:25]
Sierra Chart Engineering - Posts: 104368
Nasdaq TotalView is every single quote, every order, at every price level for all NASDAQ-, NYSE- and regional-listed securities on NASDAQ. You have access to all of the depth available for immediate execution in NASDAQ, which includes quotes and orders not visible in Level 2.

TotalView displays more than 20 times the liquidity of Level 2 and three times the liquidity within five cents of the inside market. TotalView features Net Order Imbalance (NOI) information for NASDAQ’s Opening and Closing Crosses as well as for the IPO and Halt Crosses.

This data provides invaluable details about the likely Opening/ Closing prices, which can help reveal new trading opportunities.

Because TotalView does not solve volume information requirements we are adding Nasdaq Basic with NLS plus, this will show the full SIP (Securities Information Processor) consolidated volumes (SIP = CTA + UTP) , so Tapes A, B, and C (which is what UTP is sometimes called) and so will match volumes that users see on Yahoo for example.

Today BarChart offer Top of Book US Equities data via the Sierra Chart Exchange Data Feed, but only CTA Tapes A & B, so its missing a significant piece of the consolidated volume, UTP.

So we will shortly be able to release the volume data that users have been asking for all these years, again we will get the raw datafeed directly from Nasdaq and control the entire process, the end result will be the highest quality integration we can achieve.

For our Users on Denali they will have access to the entire (SIP) volumes at an 80% discount to where CTA (only 2/3 of SIP) is available today.
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:

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