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Date/Time: Mon, 31 Aug 2026 11:19:13 +0000



Denali Feed: Is TRF Volume for US Equities Aggregated or Tracked via Suffix?

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[2026-07-16 11:35:38]
User513865 - Posts: 3
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
[2026-07-16 22:21:50]
Sierra_Chart Engineering - Posts: 24719
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.
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