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Direct MessagesDate/Time: Wed, 24 Apr 2024 16:20:53 +0000
US Equites Full Market Depth
View Count: 635
| [2021-05-27 16:56:52] |
| Ned_R - Posts: 16 |
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Hello, I am a subscriber of Sierra Chart services and data feed. Would you please advise as to whether or not Sierra chart plans to: 1. Provide full market depth/full order book data for US Equities (resting limit orders across the full depth of book(s)) for the following exchanges (Nasdaq, EDGX and NYSE/ARCA)? 2. If yes, can this data be consolidates at every price level and used by the Market Depth Historical Graph study to display ALL consolidates resting limit orders at every price level? (similar to Bookmap software) If his is the case, roughly when can we expect to be able to have access to this product(full market depth)? If the answer is no, would a data feed subscription to TDAmeritrade work with the Market Depth Historical Graph study to view US Equities full depth resting limit orders? and how can that data feed be set up that way? Please advise. I found bits an pieces of information out there but no complete definitive answer, perhaps the answer is out there and I missed it, either way, kindly clarify. Thank you! |
| [2021-05-28 13:33:41] |
| John - SC Support - Posts: 31071 |
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We are working on a new exchange interface for the NASDAQ that will have the full market depth. The rough timeline is within the next two months. Keep an eye on this Support Post for information on the development: Upcoming Data Feed Plans 2, New Exchange For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-08 13:21:17] |
| GravisHTG - Posts: 303 |
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Is this out yet ? I will be a subscribe for sure. And where we will have to go to activate it ? Date Time Of Last Edit: 2021-06-08 13:21:56
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| [2021-06-08 15:55:55] |
| John - SC Support - Posts: 31071 |
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This is not yet available. It may still be available in July, but we will have to wait and see. When it is available, it will be part of the Denali Exchange Data Feed. Again, the place to see any updates on this is in this thread: Upcoming Data Feed Plans 2, New Exchange For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-07-19 09:12:28] |
| GravisHTG - Posts: 303 |
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Just took a 6 month Denali Exchange Data Feed with my renewal :) Will we still have to pay the 25$ per month for the live data feed + the amount for the data feed we need? Or it will all be handle in the Denali Exchange data feed? |
| [2021-07-26 13:56:16] |
| John - SC Support - Posts: 31071 |
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You need to pay for both the Sierra Chart Package and the Exchange Fee.
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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