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Date/Time: Sat, 18 May 2024 07:25:09 +0000



Post From: US Equities Consolidated Tape *Combined* with NASDAQ TotalView Market Depth

[2023-09-29 16:03:41]
$tack - Posts: 59
I am having similar issues with using the _MBO suffix as I don't see depth. I have not however tried restarting and some of the other tricks that a previous user posted. Is it acknowledged that there is an issue with being able to see the _MBO symbols consistently?


That being said I had another question regarding the RECENT BID/ASK column in the chart dom. I noticed that the recent bid column in the Totalview (TSLA-NQTV) chart looks very different from my consolidated tape chart (TSLA).
I understand this makes sense because there should be more volume showing up on the consolidated tape. However, there are areas on the TSLA-NQTV chart that show larger recent bid/ask that don't seem to show up in the TSLA chart dom. My question is what is the NQTV chart using for recent bid/ask is it just going off of the nasdaq exchange trades? But if that's the case, would we not also see this on the consolidated tape too?

TSLA-NQTV
https://www.sierrachart.com/image.php?Image=1696000252724.png

TSLA
https://www.sierrachart.com/image.php?Image=1696000277711.png

For example at around 253.23 there is a larger recent bid/ask value of 43XX shares. on the Totalview chart. But on the consolidated tape one, this does not show up. I know there are various factors here. But is it fair to say that the consolidated tape chart should account for that size as well?

In other words, the NQTV recent bid/ask column should reflect a subset of what the consolidated tape one has? Or is it something else?

I'm just trying to wrap my head around this as I'm paying for and spending time testing both feeds.

Thanks.
Date Time Of Last Edit: 2023-09-29 16:08:10