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Date/Time: Fri, 19 Apr 2024 23:58:01 +0000

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NASDAQ NYSE and AMEX totalview data feed not receiving market depth data

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[2022-07-01 22:17:59] #1 [Go To First Post]
jeden8l - Posts: 46
I've left SC running while being away for the week and I have not been receiving the market depth data (Market Depth Historical Graph study shows nothing for the past days). Were there any changes to this service?

[2022-07-02 11:13:02] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
When you are using to the delayed NASDAQ TotalView data, market depth data is not provided. You need to subscribe to real-time data and pay the exchange fee. Sierra Chart Support - Engineering Level 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: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-07-02 11:13:10

[2022-07-02 15:51:59] #3 [Go To First Post]
ticinotrader - Posts: 377
Dear Support, I posted the same question on the board and can confirm that your statement is not true, or at least was not true until this week and probably depth data allowance of delayed NQTV feed accounts, was removed recently (probably during the current week): When you are using to the delayed NASDAQ TotalView data, market depth data is not provided. I can prove that this is not true, by showing the recorded NQTV feed based depth files that I collected on my own since February 2022 - using the delayed TotalView feed. I've started collecting depth data, after Ray (member of your team) privately asked me to start working with and testing the NQTV feed and try to create materials that can be used by US Stocks traders, because that may open up extra userbase for SierraChart. I have already spent couple months with working on this and also putting together materials. Just to make clear, I am not a stock trader, and not interested to trade stocks in the future either. I am simply just trying to help new and existing US stock trader SC users who use my materials (mainly chartbooks) and sent several dozens of requests to create instructions for displaying depth data on US shares/ETFs. So canceling the availability of the depth data is fine for me (also making an important change without announcing publicly, is something that I slowly start to adapt to when using SC), but probably many SC users who expect me to finally post materials will wonder why an entire project is cancelled.

[2022-07-02 17:53:26] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
NASDAQ does not permit us to provide market depth data delayed. This is made clear in the documentation here: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes There was a technical oversight that was corrected. I've started collecting depth data, after Ray (member of your team) privately asked me to start working with and testing the NQTV feed and try to create materials that can be used by US Stocks traders, because that may open up extra userbase for SierraChart. I have already spent couple months with working on this and also putting together materials. We will follow up with them and try to come up with a solution to this. Sierra Chart Support - Engineering Level 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: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-07-02 17:54:46

[2022-07-02 23:00:08] #5 [Go To First Post]
jeden8l - Posts: 46
I can prove that this is not true, by showing the recorded NQTV feed based depth files that I collected on my own since February 2022 - using the delayed TotalView feed. TT is right here, I've been collecting depth data since February for particular stocks too using delayed data. But ok, I understand that might have been a small error that we took an advantage of.

[2022-07-03 06:09:53] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Also refer to this post: New Important Good Information about NASDAQ TotalView Data Feed Sierra Chart Support - Engineering Level 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: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

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