Datafeed trading Level 1 LSE for TS 8.1 without spikes/blocktrades. Can someone help?

BernardWG

Newbie
4 0
Hi,

Has anyone a data feed that gives you UK Level 1 LSE without spikes, outtrades or block trades with odd numbers ? My problem is I have TS 8.1 with eSignal and OwnData as global server to feed TS 8.1 with LSE data, but get ONLY on LSE (no futures, Eurex, Globex or else) spikes on my screen ALL the time. and there is no way I can block these since eSignal does correct them for their own trading platform but sends them straight through via Data Manager. :( There is no way to correct this unless the data provider sends these data correct through.

ANY SUGGESTIONS ?

Bernard
 

Flume

Newbie
1 0
You won't find any good data source that filters these. Long ago market data vendors filtered trades, but now the it's too complex for an intermediate to handle this with any certainty. You have to work it in your head, or in your algorithm.
 

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