Login Page - Create Account

Support Board


Date/Time: Thu, 25 Apr 2024 09:59:26 +0000



Data Question

View Count: 417

[2022-11-07 15:29:47]
fish4trout - Posts: 98
OK thanks. I have stepped down to SP5 using Sierra Chart Data along with US equities exchange and I am finally seeing all traded volume throughout the day. But as you noted, I no longer see market depth on DOM.

How can I get all volume traded PLUS market depth for stocks through Sierra? It seems I only have the option for total volume (Sierra Chart Data + US equities exchange) OR market depth that doesn;t include total volume (Denali + NASDAQ TotalView).

I would like to have both......suggestions?
[2022-11-07 23:29:28]
John - SC Support - Posts: 31098
How can I get all volume traded PLUS market depth for stocks through Sierra? It seems I only have the option for total volume (Sierra Chart Data + US equities exchange) OR market depth that doesn;t include total volume (Denali + NASDAQ TotalView).

Your statement above is correct. Each has a tradeoff.

We are working on having the full consolidated tape for the NASDAQ TotalView exchange, so that will be the final solution.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-11-08 01:08:44]
fish4trout - Posts: 98
That would be a great addition! Is there a way I can follow/keep track of any updates on this?
[2022-11-08 17:16:18]
John - SC Support - Posts: 31098
The place we put these kind of updates is in the Sticky postings at the top of our Support Board. There have not been any updates lately as we are still working on the implementation and we do not like to give times, as they are usually incorrect (everything takes longer than expected).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-11-21 01:59:07]
fish4trout - Posts: 98
Speaking to equities.....

Is it possible to run Denali data feed with NASDAQ Totalview (to get full order book on NASDAQ) PLUS Sierra chart data feed with US Equities exchange to see full volume?

So SP11 ($46) + NASDAQ Totalview ($16) + Sierra chart data exchange ($25) + US Equities ($10.50). Could I run the 2 data feeds (Denali and Sierra chart data) on 1 instance or would I need to run 2 instances for each data feed?
[2022-11-21 16:04:02]
Sierra_Chart Engineering - Posts: 14076
Yes you can do this in a single instance of Sierra Chart. Each of these data feeds uses a different symbol for a particular stock, so they will not conflict.

Let us know if you have other questions.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-11-21 16:04:11
[2022-11-21 18:59:22]
fish4trout - Posts: 98
OK, so for instance symbol BTU would show me the Sierra data feed (for volume) and I would have to use BTU.NQTV (Denali NASDAQ Totalview) for market depth. And running one instance of Sierra chart, correct?
[2022-11-22 15:42:22]
John - SC Support - Posts: 31098
That is correct.
For the most reliable, advanced, and zero cost futures order routing, use 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:

Login

Login Page - Create Account