Support Board
Date/Time: Fri, 21 Mar 2025 12:51:39 +0000
Post From: Missing low size prints on the chart
| [2022-11-10 18:24:01] |
| funbun - Posts: 90 |
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Well, the answer is that SC time & sales doesn't even show odd lots... Which is something I didn't see in any of the major charting software. Even those that don't show the odd lots on the chart, show it on the tape (Tradestation, I just checked) I understand your position regarding the difficult implementation of odd lots but I also suggest to take into consideration the following - According to the Chicago Board Options Exchange, odd lots represented 54.8% of all trades in the U.S. financial markets as of October 2021, up from 43% at the start of 2020.
https://www.cboe.com/insights/posts/an-in-depth-view-into-odd-lots/Here's their conclusion in the end - Once considered an afterthought, odd lots are an integral and valuable part of today’s vibrant markets. This growing segment is a meaningful source of liquidity across all trading periods and stocks. The significant price improvement that odd lots represent on Cboe’s exchanges, and likely on other similar exchanges as well, should be displayed to all market participants.
They now understand that omitting odd lots just doesn't make sense anymore. Hiding odd lots is in fact hiding 50% of the volume which is the most important indicator for professional, profitable traders. Also, algos take advantage of this situation as it lets them send orders under the radar, without even using the "hidden" property. It seems like you already made a decision but I hope this information will give you more food for thought. Date Time Of Last Edit: 2022-11-10 18:31:20
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