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xfighter has contributed to 1 posts out of 21251 total posts
(0.00%) in 4,014 days (0.00 posts per day).
20 Most recent posts:
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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