Hi,
I experienced plenty of odd lot sizes on BasicQuote.lBidSize/lAskSize for MSFT (5, 72, 34 ...) as markets opened.
I rarely get odd lot sizes on lLastSize (= trade size).
It appears that lBidSize and lAskSize have to multiplied by 100, but lLastSize not (just guessing).
Can someone please confirm or make corrections if necessary?
Regards
I experienced plenty of odd lot sizes on BasicQuote.lBidSize/lAskSize for MSFT (5, 72, 34 ...) as markets opened.
I rarely get odd lot sizes on lLastSize (= trade size).
It appears that lBidSize and lAskSize have to multiplied by 100, but lLastSize not (just guessing).
Can someone please confirm or make corrections if necessary?
Regards
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