Login Page - Create Account

Support Board


Date/Time: Sun, 19 May 2024 23:12:51 +0000



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

[2020-06-25 15:23:24]
User975023 - Posts: 18
Hi Sierra Chart,

Just wanted to report a few things I saw today during the US market open in some stocks. One major issue is that your data feed with odd lots is including trades that are Sold Out of Sequence. In IQFeed these trades can be combined with Odd Lots or Not (i.e. Trade Conditions equals "SOLDOSEQ" or "SOLDOSEQ/ODDLOT".) Hopefully you can filter these out while leaving the Odd Lots in. Not sure if anyone would find these out of sequence trades useful. I definitely do not want to see them in my charts because they make the price jump all over the place.

On the plus side, your data feed was performing better than IQFeed for me today. Your feed was slightly faster and there were a few times when IQFeed completely stalled for seconds at a time.

Thanks