Support Board

Date/Time: Sun, 19 May 2024 21:54:26 +0000

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

[2020-06-23 16:06:38] Link To Thread - Link To Post [Go To First Post]
User975023 - Posts: 18
Dear Sierra Chart, I have tested IQFeed with Sierra Chart and it works as expected. This combination produces the real time equities charts that I have been looking for. The charts look identical to those that I see on other platforms. However, it looks like Sierra Chart is still filtering out odd lot trades from the chart. I understand that this is what all the other platforms are doing, but I really would like the option of not filtering out odd lot trades. I see a volume filter in Advanced Chart Settings, but it appears to have no effect. I started looking at the time and sales in Sierra Chart versus IQFeed, and it looks like Sierra Chart is getting every odd lot tick, but it doesn't update the price. For example, on a stock like AMZN where there could be a string of 20 or more odd lot trades, these appear in the Sierra Chart Time & Sales but the prices are all the same as the last regular lot trade. Is this intentional? Any chance of fixing this? I can provide screenshots if you want. Thanks.