How can I filter odd lots out of Time & Sales in TWS?

Tick-by-tick data is available via the TWS API, and corresponds to the data received in the Time & Sales window of TWS. It is possible to request both real-time and historical tick-by-tick data. Please see the relevant section of the TWS API documentation…

We display the market data exactly how we receive it from the exchange, without any filtering, in order to guarantee a reliable flow. Executions at prices far from the market or orders which have the right to be executed at a price far from the market sometimes may generate spikes in the market data flow coming from the exchanges. Data feed providers may sometimes apply filters only on historical data but not on real time data in order to filter Block Trades. IBKR does not apply any filters on the data received…

IBKR maintains a Real Time Data server which allows users to request market data quotes from TWS using Microsoft Excel. For information on accessing the server, please refer to the documentation…

Time & Sales data in both the paper trading and free trial accounts is based upon actual trades, not simulated trades. As a result, while a simulated order is executed on the basis of real-time quotes, it is not reported in actual Time & Sales. You will, however, be able to use actual Time & Sales as a reference for the market as it existed at the time of your order submission and execution…