Share New Research 
Hi this is my first-time looking into Tick data. I reviewed price, exchange, quantity, tradeorquote, suspicious etc in Log(). Everything seems correct except the price is a floating number. Should the price of SPY in the unit of $0.01?
An example piece of my SPY tick data is:
datetime price exchange quantity tradeorquote
2015-06-01 09:30:03 210.844245808 P 100 Trade
2015-06-01 09:30:03 210.844245808 P 200 Trade
2015-06-01 09:30:03 210.844245808 P 100 Trade
2015-06-01 09:30:03 210.844245808 P 100 Trade
2015-06-01 09:30:04 210.844245808 P 100 Trade
2015-06-01 09:30:04 210.844245808 P 100 Trade
2015-06-01 09:30:04 210.844245808 P 100 Trade
2015-06-01 09:30:04 210.844245808 P 400 Trade
2015-06-01 09:30:04 210.834294692 P 100 Trade
2015-06-01 09:30:04 210.834294692 P 300 Trade
2015-06-01 09:30:04 210.834294692 P 100 Trade
2015-06-01 09:30:04 210.834294692 P 100 Trade
2015-06-01 09:30:04 210.834294692 P 100 Trade
2015-06-01 09:30:04 210.834294692 P 58 Trade
2015-06-01 09:30:04 210.834294692 P 142 Trade
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Ss ww
JP B
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
JP B
Michael Handschuh
Mike_pp
@MichaelH is that tick filter condition OR's or ANDs
(suspicious = true) OR (saleCondition = "W") OR (exchange in ["W", "u", "U", "D"])
Thanks
Jared Broad
@Mike_pp -- OR, if any of those conditions are met the tick is filtered out.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Georgea Trading
Hi, is this filtering still valid? I'd like to filter incorrect ticks for my algorithm running on tick data.
Varad Kabade
Hi Georgea Trading,
The filtering is still valid.
Best,
Varad Kabade
Ss ww
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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