Stock Odd Lot Prints - SpiderRock/SRDataFeed GitHub Wiki
For Odd Lot trades, they come through with a StkPrintType of 5 (for OddLots), or 6 (for OddLotExtendedHours).
We do also include them in our volume calculation.
For Odd Lot trades, they come through with a StkPrintType of 5 (for OddLots), or 6 (for OddLotExtendedHours).
We do also include them in our volume calculation.