Support Board
Date/Time: Sun, 23 Feb 2025 02:31:35 +0000
Post From: Just switched from DTN IqFeed to SC Feed for stocks ... odd lot question
| [2021-02-01 19:43:49] |
| Agent Orange - Posts: 40 |
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I just switched to SC Data feed from DTN IqFeed for US stocks both to feed SC charts and to feed my own analysis software (which I now access through SC DTC server). I notice that no odd lot trades seem to be reported (they were reported by Iqfeed and I would then choose in my own software whether to pay attention to them or not). Given the "high" prices of many of today's stocks, it's misleading to ignore all trades of less than 100 shares. I did a little searching on the support board to see if there was something I was missing, and I did find that there's an option to include odd lots on an intraday chart, but this had no effect on what was being reported in the corresponding Time and Sales window, nor does there appear to be any way I would be able to specify to the DTC server that I want those trades reported. Up to a few years ago, the exchanges didn't report these trades, and it became a common form of subterfuge for large trades to be broken up into odd lots, but I know the exchanges then started reporting all trades to prevent this subterfuge. And as I said before, with share prices like those of TSLA and AMZN, throwing away trades of under 100 shares is just wrong. I notice there have been a bunch of support board threads about this, though nothing recent, and I could not tell what the status of the situation is. Also, there is this statement in your thread New SC Exchange Data Feed Pricing and Low Cost Access to US Equities Data "We are also working on adding an option to include odd lot trades with US equities data and make those optional to include in Intraday charts or not. We started development of this, a few weeks ago but ran into an issue and we had to back off of it and more work is required." But that post was last edited on 2020-07-30 03:00:22 so perhaps it's not the latest info? Thanks in advance |