Duplicate: How to filter "bad" ticks in stocks?

The 1-min chart today for SPY with IQFeed data looks like this http://www.screencast.com/t/eVSCvEyBiJaU

Notice the several spurious ticks? These are apparently block trades which might be getting posted late. The Time & Sales for one of the ticks is this http://www.screencast.com/t/qmCbPyl9

On Yahoo Finance the the SPY 1-min chart has none of these spurious ticks and looks like this: http://www.screencast.com/t/llAUe7LsXpl

I also tried this in another charting program with IQFeed and the chart was similar to Yahoo’s. How can I filter out these ticks in Amibroker/IQFeed? I contacted the IQFeed tech support and they said “IQ Feed is an unflitered data feed. You would need to use your charting platform to filter these type of trades maybe by INC Volume if you do not want to see them.” Thanks.


A post was merged into an existing topic: Get rid of bad ticks