Jump to content
Medved Trader Forums

Odd lot timestamps ?


stock777

Recommended Posts

noticed the time stamp doesnt change to current time as odd lots are printed.   These took place over a 20 minute span , using the last full lot time

 

is this MT or the feed ? actually the price is not accurate either on the amtd feed .   compare to IB in the screen shot

 

image.png.9196f5483523249496f144d6413b9207.pngimage.png.b310e84f276015e0e8f50970e9e5749f.png

Edited by stock777
Link to comment
Share on other sites

  • 2 weeks later...

With TD Ameritrade, if you have it set to "Stream TICK Quotes", then the Price/volume comes from their "Time & Sales" datafeed, which does not include odd lots. In that case when MT does update the volume for the odd lots, price and time are NOT updated. Cannot do anything about that because of the nature of the datafeed. 

Link to comment
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

×
×
  • Create New...