Support Board
Date/Time: Sun, 23 Feb 2025 02:09:46 +0000
Post From: Just switched from DTN IqFeed to SC Feed for stocks ... odd lot question
| [2021-02-01 20:08:14] |
| Agent Orange - Posts: 40 |
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I tried another test: I opened an intraday chart of AAPL in a copy of SC Chart being fed from IB data. Despite checking the box to "Include Odd Lot Equity Trades", no such trades appear in the Time and Sales window connected to that intraday chart, so it appears that this issue may not be related to Bar Chart's feed, but, rather, some filtering being done by SC. I didn't care about this when I was using iqfeed because I was feeding their data directly into my own software where I could choose whether to ignore trades under 100 shares (iqfeed reported all such trades). If this is the case, my needs could be met if there were a way to specify to the SC DTC server whether to include trades of less than 100 shares or not when either when connecting to the DTC server (perfectly fine for me) or on the basis of an individual market data request. In addition to just super high share prices being an issue, there are situations like GME where the preponderance of trades are very small, so filtering them out gives an very inaccurate picture of what's going on. If all this has already been addressed and I am not finding the info by searching to support board, I apolgize and just ask that you point me in the right direction. Thanks |