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Viewing User Profile for: xfighter
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Joined: Dec 31, 2013 03:11 AM
Last Post: Dec 31, 2013 07:30 AM
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xfighter has contributed to 1 posts out of 21196 total posts (0.00%) in 3,791 days (0.00 posts per day).

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Data and Content Support » IQFeed Tick Data Volume < 100 excluded? Dec 31, 2013 07:30 AM (Total replies: 2)

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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