Support Board

Date/Time: Mon, 20 May 2024 00:17:45 +0000

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

[2020-06-22 16:00:42] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
As far as IQ Feed filtering out odd lots, I think that is highly unlikely since they advertise themselves as providing unfiltered tick data. We will double check the code, but they do provide the odd lots and we also have access to them with the Barchart Open Feed, and we have to see whether they are getting filtered or not, but in the case of IQ Feed the last we remember is that we do not include them and that was what was requested and expected by our users long ago. This confirms what we are saying: I looked into this briefly and it seems that their historical one minute bars do not include odd lot trades, So Sierra Chart should not be processing them in the real-time data because it causes an inconsistency with the historical data downloaded from IQ Feed, and the historical data that we are recording from the real-time feed. 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: 2020-06-22 16:03:15