Spikes in equities data

akapur / pyiqfeed

Python LIbrary for reading DTN's IQFeed

GNU General Public License v2.0

168 stars 108 forks source link

Open bryaan opened 5 months ago

bryaan commented 5 months ago

I'm seeing unusual spikes in equities price data. Are these Form T trades?

What is the trade condition to filter them by?

If that's not it what is your preferred method of filtering?