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Date/Time: Sat, 23 Nov 2024 16:05:27 +0000



Minimum share size per tick

View Count: 120

[2024-08-18 11:54:10]
Boezo0017 - Posts: 7
Hello,

I had a quick question.

Is there a minimum share size per Tick, or will each Tick represent one trade regardless of the number of shares traded?

The reason I ask is that Thinkorswim has Tick data, but only trades of at least 100 shares will show up. So I’d like to know if Sierra Chart is better in this area.

Thanks!
[2024-08-18 16:05:24]
Sierra_Chart Engineering - Posts: 17150
What you are referring to is trades. We assume trades in the market data feed. One trade, can consist of any number of shares.

More specifically what you are referring to is odd lots and you can enable or disable those:
Data/Trade Service Settings: Process Known Odd Lot Equity Trades for DTC Services (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings)
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-08-18 16:12:54]
Boezo0017 - Posts: 7
Ohh makes sense! Thanks for clarifying that.

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