Support Board
Date/Time: Mon, 31 Aug 2026 11:19:13 +0000
Denali Feed: Is TRF Volume for US Equities Aggregated or Tracked via Suffix?
View Count: 232
| [2026-07-16 11:35:38] |
| User513865 - Posts: 3 |
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Using the Sierra Chart Real-Time and Historical Exchange Data Feed Denali, is there a specific symbol or symbol suffix available to track or isolate TRF (Trade Reporting Facility) volume for US Equities? Or is TRF volume already aggregated directly into the standard stock volume data provided by the feed?
Date Time Of Last Edit: 2026-07-16 11:49:27
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| [2026-07-16 22:21:50] |
| Sierra_Chart Engineering - Posts: 24719 |
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In the case of the US Equities Consolidated Tape data feed: US Stock/Equities Consolidated Tape Data Feed All reported trades are included in the volume. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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