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Date/Time: Tue, 06 Dec 2022 07:58:43 +0000



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

[2022-03-30 12:02:25]
Sierra Chart Engineering - Posts: 104293
Regarding the lower volume values seen with the NASDAQ TotalView data feed as compared to the full consolidated tape (A,B,C), we have posted about this above, have done further analysis and consideration and have learned more.

We will be able to provide accurate/full Intraday volume for the US equities using another NASDAQ data feed which we are working on integrating to now (NASDAQ Basic NLS).

And we have asked NASDAQ for some additional fields of data in order to provide reasonably accurate individual trade volume and accurate Bid Volume and Ask Volume.

For users of the NASDAQ TotalView data feed, you will still have access to the full market depth data, and market by order data. And will have available the full Intraday volume.

We may use different symbols for this data feed combining TotalView and NASDAQ NLS.

We are taking this step-by-step and in about a month we will be able to deliver the accurate Intraday volume. This data will be seen within Numbers Bars.

The full true consolidated tape data feed, we can obtain that but it would has a cost of about 10,000 USD a-month. If we need to obtain this, we will but we are just taking this step-by-step.
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:
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Date Time Of Last Edit: 2022-04-05 12:02:36