stock777 Posted February 19, 2016 Report Posted February 19, 2016 Looks like you're using the L1 (last size) as the test when an odd lot prints, so 1 share triggers TRADE ALERT even if you're set to 100 shares or more. Any way to deal with this? Quote
Jerry Medved Posted February 19, 2016 Report Posted February 19, 2016 we do use Last Size for that alert, so for you not to miss trades, you would have to use a tick by tick datafeed. I do not know what you mean by 1 share triggers alert that is set to 100. All we do is check that the last vol >= the value you set. Quote
stock777 Posted February 19, 2016 Author Report Posted February 19, 2016 Using Ameritrade. When an odd lot of 1 share prints on t&s they don't update the LAST SIZE field. Is stays at whatever the last round lot print was. But you see every tick trade, and trigger the alert. So if there are 10 , 1 share trades, you get 10 alerts, even if your min trade size is 100. Maybe you should use the t&s size, when tick datafeed is enabled. Quote
Jerry Medved Posted February 19, 2016 Report Posted February 19, 2016 ok, I understand what you mean now. Will look Quote
Jerry Medved Posted February 19, 2016 Report Posted February 19, 2016 will also check that the volume went up by at least 100 (in your example) in next version Quote
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