Support Board
Date/Time: Sun, 29 Dec 2024 15:43:17 +0000
Post From: IQFeed SPY 'out of sequence' trades
| [2016-01-20 20:34:37] |
| User22396 - Posts: 191 |
|
In SPY today from 0959-1000 EST I noticed a couple of datapoints (prev day close value of 188.06) clearly out of the range for that time period. I contacted DTN and here is the response from support: The “out of range” trades are properly flagged as extended or other trades and can be blocked from display by software. The trade at 188.06 was sent by the exchange at 09:59:42.686 but flagged as a form T trade sold out of sequence. Displaying this is configurable by the client. Is there a way in SC to NOT include the following type of trades? |