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» IQFeed Tick Data Volume < 100 excluded?
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| Author | Topic: IQFeed Tick Data Volume < 100 excluded? (3 messages, Page 1 of 1) |
 xfighter -Interested User- Posts: 1 Joined: Dec 31, 2013 
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Posted: Dec 31, 2013 07:30 AM
Msg. 1 of 3
Hi folks,
I am using sierra chart to receive and chart the iqfeed data. Recently they found that in some equity's time and sales data like SPY and DIA, iqfeed mark those ticks which have their volume < 100 as "o" which indicate no real trades and in historical intraday data, you actually exclude these ticks. Could you explain a little why these volume < 100 ticks were excluded? Thank you! |
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DTN_Justin -Interested User- Posts: 8 Joined: Jul 22, 2013 |
Posted: Dec 31, 2013 09:04 AM
Msg. 2 of 3
Hello,
We will need to research this and get back to you on 1-2-14. Thanks |
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DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004 
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Posted: Jan 2, 2014 11:18 AM
Msg. 3 of 3
Xfighter
Here is a link to that information that you are referenceing: http://www.bloomberg.com/news/2013-06-24/exchanges-agree-to-add-smaller-trades-to-u-s-stock-volume-count.html Roughly any trade less that 100 will be labled other and will only affect daily volume but will not affect a new hig, low or close. |
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