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Date/Time: Fri, 02 Jun 2023 23:07:56 +0000



[Sticky] [Locked] - Now Available: New US Equities Consolidated Tape Data Feed (Starting with NASDAQ)

View Count: 1946

[2023-04-14 09:39:51]
Sierra_Chart Engineering - Posts: 8678
At this time we now have available our new US equities consolidated tape Real-time data feed which replaces the US equities through the Sierra Chart Exchange Data Feed.

This is a high quality, low latency data feed which provides all trading volume for US stocks. Odd Lot Trades is included and you will see these trades in the Time and Sales window (they will have a volume of less than 100) and there is a setting in Chart >> Chart Settings >> Chart Data to include Odd Lot Trades in Intraday charts.

The exchange fee for this is only 4 USD (For NASDAQ) if you are nonprofessional. Once we complete the other exchanges which would include NYSE and AMEX, the exchange fee will go up to 12 USD per month.

We will be releasing next week a delayed version of this at no cost to all users.

1. First step is to complete the agreements here:
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements_STOCKS

The agreements are carefully monitored by us to ensure compliance with NYSE and NASDAQ rules. We will not hesitate to flag someone as a professional if there is any potential indication of that even if it is wrong, to avoid penalties from exchanges. If you are truly nonprofessional, we will work with you to definitively prove that beyond all shadow of a doubt if possible, but we cannot allow real-time data until that is resolved. Please be aware of this.

2. Next step is to activate the exchange here:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeedSTOCKS

Right now, only the NASDAQ exchange is available.

3. At this time to avoid conflicts, with the existing symbols used by our Sierra Chart Exchange Data Feed, stock symbols are in this format:

[Stock symbol]-USCT

Example:
AAPL-USCT

In May, the requirement to use the -USCT suffix will be removed and then it can be optionally used.

4. You need to be running the latest version of Sierra Chart which is now 2492, or higher. Update instructions:
Software Download: Fast Update

5. Follow the instructions here to update the Symbol Settings:
Global Symbol Settings: Update Global Symbol Settings
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: 2023-04-14 13:54:45
[2023-04-14 17:17:45]
Sierra_Chart Engineering - Posts: 8678
If you are a professional, we can provide you real-time data, but you do have to pay the professional exchange fees which cost more per month. This is the only difference. And in the case of the NYSE this may have to be paid directly to the exchange.

We will establish a procedure, for the provisioning of real-time data for professionals.
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: 2023-04-14 17:18:07
[2023-04-17 19:05:11]
Sierra_Chart Engineering - Posts: 8678
There is a problem when using an Intraday Data Storage Time Unit greater than 1 Tick and when odd lot trades are processed.


These trades are written to the Intraday data file, when they should not be in this case, and they can cause out of range values in the chart bars. There is not a way to filter them unless the data is stored as 1 Tick.

This will be resolved in the next release.

If you see out of range values in your charts when using this data feed, then follow this procedure:
Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.1.2 Deleting and Re-downloading Data. (Easier and Recommended Method)
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
[2023-04-18 01:34:06]
Sierra_Chart Engineering - Posts: 8678
When we look at the symbol AAPL-USCT we see 13% higher Intraday volume, looking at the first hour of trading, as compared to the US Equities data feed with the Sierra Chart Exchange Data Feed, and this does not include odd lots. So our new data feed is superior to the older one from Barchart.

During other hours of trading, we see a 5% increase. Still higher and significant.

The consolidated tape data feed does not provide market depth data but we will have a new feed available combining NASDAQ TotalView with the consolidated tape. We are not sure of the timing of that release. And we are also not sure how well it will work. When using this feed you will have to pay two exchange fees. One for the consolidated tape and one for NASDAQ TotalView.
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: 2023-04-18 01:36:17
[2023-04-18 08:54:23]
Sierra_Chart Engineering - Posts: 8678
1. This is now resolved in prerelease 2493:

There is a problem when using an Intraday Data Storage Time Unit greater than 1 Tick and when odd lot trades are processed.


These trades are written to the Intraday data file, when they should not be in this case, and they can cause out of range values in the chart bars. There is not a way to filter them unless the data is stored as 1 Tick.

This will be resolved in the next release.

2. We have added the full historical data for all stocks now with this new data feed. To access more data refer to:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data
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
[2023-04-18 08:57:46]
Sierra_Chart Engineering - Posts: 8678
3. We should be gaining access to the NYSE data feeds today. This does not mean we can release them today. As it will take another 2 or 3 days to be able to get them released to users. We may be able to get the NYSE feed out this Thursday. But if not this week, next week.
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: 2023-04-18 08:58:25
[2023-04-18 16:40:34]
Sierra_Chart Engineering - Posts: 8678
The NYSE has confirmed to us this morning that we are authorized to receive the CTA A/B data feeds. These feeds will be provisioned within 24 to 48 hours. Still though, it will take a day or two after this for us to do some testing before release.

The testing is not a lengthy procedure, since this feed is very similar to other feeds we work with including the NASDAQ feed. We do not expect any issues. Any problems will be resolved in a matter of hours.
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: 2023-04-25 14:26:11
[2023-04-20 12:35:39]
Sierra_Chart Engineering - Posts: 8678
We now have the NYSE data feed. But we cannot deliver it to users at the moment. We will be testing over the next few days and we will see when we can release it.
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
[2023-04-25 12:13:29]
Sierra_Chart Engineering - Posts: 8678
It is looking like we are going to get the the new NYSE data feed out on May 1.

And not earlier.
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

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