Support Board
Date/Time: Sat, 20 Jun 2026 08:54:24 +0000
Post From: best way to get 100% tick volume of US equities
| [2026-06-18 16:12:20] |
| John - SC Support - Posts: 46802 |
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Our "U.S. Equities Consolidated Tape" gives the full volume data for the 19 exchanges that are part of the consolidated tape. This is the data that is typically reported on websites and the news. There is no reason for there to be any issues with the volumes from that exchange option. We are curious what you mean by "in the past as the volume data... was all over the place". If you were looking at the data from our U.S. Equities Consolidated Tape, then those volumes were the true volumes. If you want to get data from our U.S. Equities Consolidated tape, then follow the instructions here: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* We do not have any connectivity with Databento. The best you could do with their data would be to get it into a format in which it could be imported to Sierra Chart. Refer to the following: Exporting and Importing Intraday Data Files: Import and Load For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |