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IQFeed spike/tick filtering


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I've been noticing quite a few spikes in IQFeed on various tickers that are tough to filter (e.g. 0.4% out of range). I was able to track one of these ticks down and was wondering if it could be filtered. IQFeed listed the trade as TTEXEMPT/PRP. I tested other charting software with spike filtering disabled using IQFeed, and this spike was not displayed.

 

 

aapl spike.JPG

iqfeed ticks.JPG

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Odd lots can be included/excluded in MT in the settings - just search "odd" in settings.

As for NEXTDAYCLR - I dont think that would be a problem with MT because its timestamp would get filtered out. If you see it included in MT although it shouldn't - tell us.

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Thank you, I probably will exclude odd lots going forward. I did see those ticks on the QQQ chart and in T&S in MT (the other ones were filtered out by my spike filtering settings and were crossed out in T&S).

 

qqq oddlot chart.JPG

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I absolutely appreciate and understand that - it's why I'm using MT as opposed to working with IQFeed and IBKR apis directly 🙂. I have no expectations of fixes and I'm not saying any of this is high priority. MT reduces my need for a lot of different software products, and having reliable data would let me use only MT almost exclusively without needing other software to sanity check.  I'm happy to post less and only on more urgent concerns if that's the goal of these forums.

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