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Date/Time: Fri, 06 Feb 2026 14:48:05 +0000



Post From: Real Time Data

[2023-06-29 14:27:28]
John - SC Support - Posts: 44466
The "U.S. Equities Consolidated Tape" would be the best option.

There is the "NASDAQ TotalView" exchange, which does have Market Depth data (the U.S. Equities Consolidated Tape does not), but this is only the trades (volume) from the NASDAQ itself.

Follow the instructions at the following link to setup the "U.S. Equities Consolidated Tape" exchange:
Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges*
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing