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Date/Time: Thu, 28 Mar 2024 19:09:56 +0000



Market depth data in Sierra Chart real-time feed

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[2014-07-29 12:23:21]
Tom Welling - Posts: 17
Your description of what's included in your real-time feed says that market depth data is available for futures only. Am I understanding that correctly? If I use your real-time feed with US equities will my market depth windows show no data? If that's correct, do you plan on offering market depth data for US equities in the future?
[2014-07-29 16:02:06]
Sierra Chart Engineering - Posts: 104368
Yes, market depth data is provided for futures only. In the case of stock data, market depth data is called Level 2 data which the Sierra Chart Exchange Data Feed does not provide.

Sierra Chart also does not support level 2 stock data from IQ Feed either.

The market depth features within Sierra Chart will only show the best bid and ask when using the Sierra Chart Data Feed for stocks or even when using IQ Feed.

There are no plans to provide level 2 data for stocks with the Sierra Chart Exchange Data Feed.

We are checking to see if this is supported with the TeleTrader Data Service.
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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