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Date/Time: Mon, 20 May 2024 02:14:08 +0000

Post From: Missing intraday stock data using SC Exchange Data Feed with real time U.S. Equities

[2020-06-21 12:08:16] Link To Thread - Link To Post [Go To First Post]
JM-JO - Posts: 38
I have compared sierrachart data with nanex data for stocks. Clearly the sierra data is highly filtered. Ticks with small volume are filtered. Ticks from same exchange are concatenated. Data from some large exchanges are totally ignored.