Less 100 Shares in the "Time and Sales" Window

[madskier22]

Has anyone figured out how to make the "Time and Sales" window display sales that are less than 100 shares? I have it on them on my trading platform, but I can only see about the last 200 sales on it. Thanks

[ScottJ]

What instruments are you tracking? We'll show sizes down to 1 on electronic futs and I don't believe we're consolidating any sizes on our equity feeds. Can you post a side by side comparison of your broker platform showing these odd lots vs eSignal T&S?

Thanks.

[madskier22]

Below is a link to a picture of what I'm talking about. On the Left is the level II with the NYS prints below it and then the NYS open book below that. To the right of the NYS prints and Open book are the ECN prints. The ones with a 0 next to them are the prints for less than 100 shares. At the very bottom are my executions and the window on the right side are the Time and sales in esignal.

http://yfrog.com/efprintslessthan100sharesj

[ScottJ]

Thanks for posting the examples. Apparently, odd lots are not present in our consolidated NYSE feed. I'm getting a bit more information on the subject and will post again later this week.

Thanks.

[ScottJ]

Did get some more information and did confirm that the CTA (Consolidated Tape Association) does not transmit odd lots. The CTA is what the vast majority of data vendors and web sites will use for NYSE/Amex data. Brokers may go direct to the NYSE and therefore be able to show more granularity in the tape (like odd lots).

Thanks.