Support Board

Date/Time: Tue, 14 May 2024 12:04:10 +0000

Post From: Clarification regarding sierra package

[2024-03-25 13:51:01] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31602
To get the real-time data, you need to be on one of the "Integrated" packages (Package 12 gives you the additional MBO information). Refer to the packages at the following link: Description of Service Packages and Pricing: Integrated Packages And then you would need to go through the Setup Instructions for the exchange you want at the following link: Denali Exchange Data Feed: Setup Instructions: All Other Exchanges Note that we have two U.S. Equities exchange options: - NASDAQ TotalView: Has the data for the trading that is done on the NASDAQ only, but does include the Market Depth data. - U.S. Equities Consolidated Tape: Has the data for the trading that is done for all U.S. exchanges for an instrument, but does not have any market depth data. It is also possible to combine these two by activating both and using a symbol with an _MBO (such as IBM_MBO), which will give you the consolidated price and volume along with the market depth from the NASDAQ TotalView. Refer to the following and the section below it, regarding these options: Denali Exchange Data Feed: US Equities Consolidated Tape Data Feed Notes For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing