Support Board
Date/Time: Sat, 22 Feb 2025 17:49:06 +0000
Just switched from DTN IqFeed to SC Feed for stocks ... odd lot question
View Count: 567
| [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 |
| [2021-02-01 20:08:01] |
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We do have the capability to include odd lots for US equities data as an option when using the Sierra Chart Exchange Data Feed. We just have not released this. But once we do it would only be effective as of that date. We can release it next week.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-02-01 20:09:34
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| [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 |
| [2021-02-01 20:32:54] |
| Agent Orange - Posts: 40 |
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Great to hear access to the unfiltered data will soon be available. To reiterate, to meet my needs, this would need to be an option available at the DTC server level, either as a connection option or (with greater granularity, as an option to an individual market data request). Thanks again. |
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