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Date/Time: Sun, 19 May 2024 23:12:52 +0000

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

[2020-06-22 18:33:39] Link To Thread - Link To Post [Go To First Post]
User975023 - Posts: 18
I'm glad the discussion of odd lots came up because I wasn't aware of this issue, but after studying the time and sales along with the charts, I can now say that odd lot filtering is not the issue with your data feed. Interestingly, all my other brokers and data feeds are also filtering odd lot orders from their charts. It looks like barchart is filtering or dropping some of the whole lot orders. I'm looking into which ones, but so far I've seen some trades from FINRA or NASD Alternative Display Facility not make it into Sierra Chart. The main take away is that the Sierra Chart data feed from Barchart is leaving out some trades that all the other brokers and data feeds are not. I'll post back soon with more specific examples.