Support Board

Date/Time: Sun, 19 May 2024 23:32:44 +0000

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

[2020-06-24 06:18:10] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will consult with Barchart in regards to all of your postings. We will be working on the capability to include odd lot trades in the Sierra Chart Exchange Data Feed for US equities. That being said, I don't understand what this odd lot filtering nonsense is all about. I can't believe that anyone would want to filter out trades less than 100 shares. How about stocks like AMZN or TSLA trading at $2,700 and $1,000 per share right now? I bet they have lots of odd lot trades. Would you filter those out too? In regards to this, there are official industry specifications, which clearly document that trades which are considered odd lots, are not meant to update the last trade price. Now whether that odd lot is always less than 100 shares we do not know. There is a series of sale/indicator codes provided with each trade, and one of those indicates whether it is an odd lot. 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: 2020-06-24 10:42:47