US stocks m1 or tick data for small lots RT dataprovider?

[zoringer]

Hi everyone!
Does anyone know Real Time intraday data provider for US stocks that would also include small lots (<100 shares)?
For example Interactive Brokers has it through its API reqTickByTickData function but has limitations of 5-6-7 max simultaneous RT Streams! I need 50-70.
I dont understand why if a ticker price is >50$/share and not traded good volumes hence most of the trades happens with <100shares/trade - not going to intraday chars and regular intraday chart might consists of 100-150 candles while it has 80% -90% of all trading volume happens with small lots!

[Tomasz]

IQFeed is unfiltered feed and delivers odd lot trades in real time stream. Interestingly some people complain about inclusion of those odd lot trades.
It is impossible to please everybody.

[zoringer]

Thanks Tomasz,
Not in their Real Time chart, I got reply from Iqfeed Support after I switched from tick to m1 data in database settings:

You are only going to get the "other trade" data from the tick data. It is not included in the minute data so you will not see it on a minute chart unless the software is using tick data to build the minute charts. I am not aware whether or not Amibroker can do this, so you will have to refer to Amibroker support on that.
Kind Regards,

Kevin Albracht
Customer Support Representative

I mean those yellow coloured other trades with size <100 shares. The good thing is that it completely corresponds to IB Time&Sales Data. Those ticks only available through their API as I understand. Will it be possible to get them to Amibroker?

[Tomasz]

Why on earth you don't listen to what I say?

IQFeed people have absolutely ZERO knowledge about AmiBroker. Asking them about AmiBroker is like asking blind person about colors.

I wrote you that AmiBroker WOULD SHOW those odd lot trades in the Time&Sales feed and will include them in 1-minute bars.

AmiBroker builds 1-minute data by ITSELF from incoming ticks.

HOWEVER, IQFeed would NOT include odd lot trades in their HISTORICAL database. So as long as you let AmiBroker collect incoming data you would see those odd lots, but if you wipe all history and force backfill you would get what IQFeed does - i.e. HISTORICAL data without odd lot trades.

I explained it zillions of times. Search for IQFeed on this forum there is literally TONS of information posted here already.

[zoringer]

Does it send small ticks only with outside trial period?
The trial subscription sends me only >100 shares in a trade.

[Tomasz]

Open Time & Sales window. There you will see incoming ticks.

[kastin]

Yes you can see small lots

[zoringer]

Thanks kastin!
What subscriptions do you have? Any adjustments with ami plugin/iqfeed etc.?

[Tomasz]

No adjustments are needed.

[kastin]

I have the amibroker IQfeed plugin and a Eurex/FXCM RT subscription,
I also have their direct API yearly subscription $600ish, to download XG option data, as it's much easier to download and process with python.
dtn/iqfeed they are the nicest and most helpful support team around.

[zoringer]

Thank you kastin! I think its because you have api subscription you get small lots.

[kastin]

No because they run separately, and the api uses a different key.
you can signup for the month and if you can get it to work they usually refund you the %of time left in your subscription.

[zoringer]

Hello kastin!
I have subscribed to DTN (NYSE, OTC level1, Nasdaq level1) but still cant see small lots like in your chart above.
I see them on time and sales AB chart but strange way-if volume<100 shares AB adds them to previous time and price, but if >100 shares it sends correct time and price. Why is that?

Amibroker 6.18 x64

[zoringer]

UPD. With the latest DTN plugin 6.1.0 it works fine as in your picture.