Date/Time: Mon, 27 Jun 2022 00:31:16 +0000
compare equity/stock data quality of Nasdaq total view with NYSE/AMEX/NASDAQ combined
View Count: 81
|User495091 - Posts: 3|
I am using Denali Package 5 (delayed and historical data). It seems to me, for tick by tick (especially bidvol/askvol) data from Nasdaq Total view is inconsistent with data from NYSE/AMEX/NASDAQ combined.
by my understanding, Nasdaq total view tick data should be a subset of NYSE/AMEX/Nasdaq. In other words, a particular trade (last price, volume, bidvol, askvol) in total view should also appear in NYSE/AMEX/Nasdaq combined data. but I noticed, for example, for a trade, the volume matches but it is on bidvol side on total view while on askvol side on NYSE/AMEX/Nasdaq combined
which data source is more accurate? does NYSE/AMEX/NASDAQ combined provide tick by tick data, especially the bidvol and askvol?
Sierra Chart Engineering - Posts: 103469
Yes it is a complete data feed:
does NYSE/AMEX/NASDAQ combined provide tick by tick data, especially the bidvol and askvol?
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:
For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
To post a message in this thread, you need to log in with your Sierra Chart account: