Support Board

Date/Time: Sun, 19 May 2024 21:54:21 +0000

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

[2020-06-22 15:54:28] Link To Thread - Link To Post [Go To First Post]
User975023 - Posts: 18
Dear Sierra Chart, Are you saying that you will not support inclusion of odd lot trades in your real-time stock data feed? I'm pretty sure this is not acceptable to a daytrader/scalper like me, especially if this means that charts on your platform are not going to match what the majority of other daytraders/scalpers are seeing on their platforms. Please refer to the screenshots I provided earlier to see what others are seeing. As far as IQ Feed filtering out odd lots, I think that is highly unlikely since they advertise themselves as providing unfiltered tick data. I looked into this briefly and it seems that their historical one minute bars do not include odd lot trades, but I'm pretty sure they are included in the real-time data since it's unfiltered. I will sign up for their data feed and report my results here for others. Ideally all the data coming in would be unfiltered and your platform would provide a mechanism for the user to specify what type of filtering they want, if any. That's how I would code it up.