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Date/Time: Wed, 29 Jun 2022 16:13:14 +0000



Real-time data for NASDAQ

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[2022-05-18 17:13:45]
S949901 - Posts: 2
Dear sir/madam,

I hope you are doing well. I have a trading account with Alpaca. I just need to get real-time data for Nasdaq and NYSE stocks. I have a python code that runs on a server and need to received real-time data to run my algorithm.

I wonder what is the way that you guys deliver the real-time data? API? WebSocket? Can I test it?
What is the accuracy of the real-time data? does it contains pre-market and after-market data for stocks in NYSC?

which service package should I need to buy, does the package 12 - Advanced MBO + Denali Data Feed (Monthly) cover those?

Thank you.
[2022-05-18 18:04:49]
John - SC Support - Posts: 17020
You can not receive the data into a 3rd party program direct from us. The exchange rules for how we distribute the data will not allow this.

There are ways to get the data from our software once it has been received. In particular, programmatically you would use our Advanced Custom Study Interface and Language (ACSIL). Refer to the information here:
Advanced Custom Study Interface and Language (ACSIL): Introduction
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-05-18 18:12:53]
S949901 - Posts: 2
Thanks for the info. However, I do not want to receive data to other 3rd party program. I want to receive data to my own program like a Python script.

Should I still do that via ACSIL?
[2022-05-18 21:07:21]
John - SC Support - Posts: 17020
You are a "third party program", meaning it is not Sierra Chart. So the rule still applies. We can not send data directly to any program other than Sierra Chart. Your only option is to use ACSIL to get the data out of your Sierra Chart software.
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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