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Date/Time: Tue, 23 Apr 2024 22:08:08 +0000



Post From: Now Available: New US Equities Consolidated Tape Data Feed (Starting with NASDAQ)

[2023-04-18 01:34:06]
Sierra_Chart Engineering - Posts: 14062
When we look at the symbol AAPL-USCT we see 13% higher Intraday volume, looking at the first hour of trading, as compared to the US Equities data feed with the Sierra Chart Exchange Data Feed, and this does not include odd lots. So our new data feed is superior to the older one from Barchart.

During other hours of trading, we see a 5% increase. Still higher and significant.

The consolidated tape data feed does not provide market depth data but we will have a new feed available combining NASDAQ TotalView with the consolidated tape. We are not sure of the timing of that release. And we are also not sure how well it will work. When using this feed you will have to pay two exchange fees. One for the consolidated tape and one for NASDAQ TotalView.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2023-04-18 01:36:17