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Date/Time: Thu, 07 Jul 2022 16:14:25 +0000



optimize the use of NASDAQ US stock data

View Count: 335

[2022-04-13 04:37:38]
ruby_kinetix - Posts: 24
Hi Sierra, I have been subscribing NQTV (NASDAQ US stock data) for 2 months now, and i am still not sure how to optimize the us of it. I tried to put on DOM, but it is very hard to read because the prices are overlapping, and i still can't fine how to set the Stock equity DOM nicely as we get on futures market. please help me to find any example for using that NQTV data. Thank you
[2022-04-13 14:22:34]
John - SC Support - Posts: 17209
If your issue is related to the tick size being smaller and therefore you have more depth data displayed, then you can combine the depth data together using the following setting:
Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu)

If you think you are having a problem where the market depth data are being overwritten at the same level, then please attach a screenshot of what you are seeing.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-05-12 17:42:15]
ruby_kinetix - Posts: 24
Hi there, I still can't make nice good Dom using NQTV data.. I attached my TSLA -NQTV DOM (SC1), after tick adjustment . Why can't get nice DOM like my Gold futures (SC 2)
imageSC 1.png / V - Attached On 2022-05-12 17:37:28 UTC - Size: 125.95 KB - 35 views
imageSC2.png / V - Attached On 2022-05-12 17:38:10 UTC - Size: 106.36 KB - 34 views
Attachment Deleted.
[2022-05-12 17:56:36]
John - SC Support - Posts: 17209
What number do you have for the Combine Increment in Ticks for the TSLA-NQTV chart?

Here is what we see when we use a Combine Increment in Ticks of 50:
https://www.sierrachart.com/image.php?Image=165237813666.png
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-05-16 15:08:42]
ruby_kinetix - Posts: 24
I tried to make it 50 but doesn't get the same result I am in latest version.. is it this one ?
imageTSLA DOM.png / V - Attached On 2022-05-16 15:08:22 UTC - Size: 137.85 KB - 27 views
[2022-05-16 15:31:31]
tenikis - Posts: 7
Maybe a future update could scale the market depth view appropriate as the price range is scaled like bookmap does?

ten
[2022-05-16 17:39:15]
John - SC Support - Posts: 17209
Let's go back to the beginning with this. Please set the Market Depth Combine Increment in Ticks to 0. Then please give us a screenshot of your Tesla DOM showing the Bid/Ask depth values. It looks like you are not getting the full data for some reason.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-05-17 16:11:41]
ruby_kinetix - Posts: 24
hi there here is my market depth data on TSLA
imageTSLA 2.png / V - Attached On 2022-05-17 16:10:11 UTC - Size: 198.53 KB - 33 views
[2022-05-17 17:26:03]
John - SC Support - Posts: 17209
Do you have any Volume Filtering on the chart and the Time and Sales?

For the chart/Trading DOM, refer to the following:
Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting menu)

For the Time and Sales, refer to the following:
Time and Sales Window: Time and Sales Settings
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-05-18 03:12:36]
ruby_kinetix - Posts: 24
No, I don't have volume filtering . I set all as default. hope I will get the solution very soon. I have been subscribing NQTV data since launched, but never able to get the right data from it.
imageTSLA 01.png / V - Attached On 2022-05-18 03:06:34 UTC - Size: 47.75 KB - 29 views
imageTSLA 02.png / V - Attached On 2022-05-18 03:06:42 UTC - Size: 47.86 KB - 29 views
imageTSLA 03.png / V - Attached On 2022-05-18 03:06:51 UTC - Size: 1.11 MB - 29 views
[2022-05-18 14:11:49]
John - SC Support - Posts: 17209
Can you please take one more screenshot for us, but this time ensure that it is during the U.S. trading hours (09:30 - 16:00 Eastern US Time). We are not sure when the other images were taken, so we need to ensure that it is during a time of active trading to we can properly compare.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-05-21 14:13:38]
ruby_kinetix - Posts: 24
all screen shoot was taken on US market only. but i will make one more on Monday during US market hours.
[2022-05-24 16:26:49]
ruby_kinetix - Posts: 24
here is the screen shoot at new york time. and all setting is default. please help. thank you/
Attachment Deleted.
imageTSLA U STIme.png / V - Attached On 2022-05-24 16:26:05 UTC - Size: 296.98 KB - 14 views
[2022-05-24 17:50:59]
John - SC Support - Posts: 17209
It still looks a little thinner than what we see, but given the range of the prices it may be what it is.

Please go through the items at the following link to ensure you are not limiting the number of Market Depth levels in any way:
File Menu: Not Receiving the Full Number of Market Depth Levels
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-05-26 13:55:19]
ruby_kinetix - Posts: 24
ok, i just upload the latest setup as recommended. and yes, the Max depth Levels was not 0. but never change it . it was there from default.
so this is A.
And B, I still don't know how to fix it yet. and I put all things, and still nothing there. but this setup working on any futures contract.
please keep helping me with this. thank you.
[2022-05-26 15:55:07]
John - SC Support - Posts: 17209
The only thing you can do is to check the Market Depth window against what is shown in your DOM. Make sure that the numbers are matching to the prices between the two windows. If they are, and you have gone through all of the items related to the market depth, then what you are seeing is what we are getting from the exchange.

Here is an example of what we see right now. As you can see it is about as thin as what you see. We do not think there is anything wrong at this point. It is just the Trading DOM showing a small range of data.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
imageTSLA-NQTV MarketDepth.png / V - Attached On 2022-05-26 15:55:04 UTC - Size: 27.03 KB - 15 views

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