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Date/Time: Wed, 08 May 2024 00:32:13 +0000



Post From: How to display SPX

[2024-01-29 16:04:45]
John - SC Support - Posts: 31441
We see that you have both the "U.S. Equities Consolidated Tape" and the "NASDAQ TotalView" exchanges active. So you can get real-time data for either exchange. To get data for the "U.S. Equities Consolidated Tape" you need to use the standard symbol (QQQ), whereas to get data for the NASDAQ TotalView exchange you need to add the suffix of -NQTV (QQQ-NQTV), and finally, if you want to get a combination of the two you would use the suffix of _MBO (QQQ_MBO).

The U.S. Equities Consolidated Tape has full volume information for all the exchanges on which a symbol trades, but we do not have the Market Depth data for this exchange.

The NASDAQ TotalView has only volume information from the NASDAQ exchange for stocks. But it does have the Market Depth for that exchange.

Therefore, when you combine the two with the _MBO option, you get the full volume and price action for all exchanges with the Market Depth data from the NASDAQ.

It is your choice on which one to use based on what you need.

With regards to getting more data, refer to the following:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing