US Stock/Equities Consolidated Tape Data Feed

Introduction

Watch the Video of the US Equities Consolidated Tape Data Feed.

Through the Denali Exchange Data Feed, Sierra Chart provides a high quality real-time, delayed and historical tick by tick data feed for US Equities which include stocks and ETFs.

This is a full tick by tick feed, providing the entire consolidated tape of trades and quotes from all of the exchanges or venues in the United States for US equities. This is a total of 19 venues.

This is a low latency high-quality data feed consolidated tape authorities. It provides accurate Bid Volume and Ask Volume.

Delayed and historical data is free there is no additional charge. And for real-time data the cost is only an additional 10 USD per month if you are a nonprofessional.

This data feed is very easy to use and get started with.

If you require only delayed streaming data and historical data for US Equities, then refer to the Delayed Exchange Data Feed page.

For real-time data for US Equities, requires that you complete the US Equities Exchange Agreement.

The next step is to activate the exchange on the US Equities Exchange Activation page. The professional option is if you are considered a professional by the exchange and you have to pay a higher cost for the exchange fee.

For the US Equities Consolidated Tape Data feed, the Daily Session Open, High, Low, are only maintained during the regular trading hours from 9:30 AM to 16:00 US Eastern time.

To open a chart select File >> Find Symbol. The symbols are standard stock symbols like IBM. Enter the symbol in the Selected Symbol box. Open either a Historical Chart or an Intraday Chart. Or both. Whatever you require.

To search for symbols, select File >> Find Symbol >> US Equities-Consolidated Tape. Expand this list item. And select (Enter Search Text - NYSE/AMEX/NASDAQ). Type either a partial symbol, or a description in the "Enter search text below:" text box. Press the Search by Symbol or Search by Description button. You will see a result within seconds in another pop-up window.

For market depth data, use the Nasdaq TotalView Data Feed and symbols.

Stock Split Adjustments

The US Equities Consolidated Tape Data Feed provides automatic stock split adjustments.

This automatic adjustment occurs the evening after the stock split occurred. The adjustment will occur at 9 PM US Eastern time on the day of the stock split. So this will be after the stock split occurred.

After that time, to adjust the data in your charts, go to the chart and select Edit >> Delete All Data and Download. This command needs to be selected only once per symbol and chart data type (Historical Daily / Intraday). So you would need to use this command once for a Historical Daily chart of the symbol and a Intraday chart of the symbol.

You do not need to do this for all of your charts. Just once for each symbol and data type.

You are also able to perform your own stock split adjustments at any time. You can do this before the automatic adjustments occur. If you do the adjustment yourself, you do not have to re-download the data. To adjust the stock chart data for a split, refer to the Adjusting Data page.

Combining Both NASDAQ TotalView (market depth/market by order data) and Consolidated Tape in Single Chart

Append _MBO to the symbol. Example: GM_MBO

Documentation pending.