Good Morning:
Every US equities pre-market, when looking at T&S, the first print is always from the previous day. In stocks that are not gaping up or down this is not noticeable but in the case of a large gap you end up with a bad candle spike on the chart. After the market opens this issue doesn't occur. I'm using NT8 RC1, Kinetick data feed, 2 minute chart with US Equities ETH session template.All times are Mountain time zone.
Example:
Switch to symbol TSCO at 7:17am 9/8/16.
First print in T&S window is 2:00pm price 83.53, the closing price from 9/7/16.
Next print is 7:17am 70.98.
On the chart you can see the massive spike generated that is a false candle.
You can clearly see the all the other pre-market data on the chart is correct.
The 2pm print should not be there, that is what is causing the bad candles.
Any US equity that trades pre-market that I've checked does this, prints a trade from the previous day when it should not. If the stock is not making a significant gap, you don't notice it on the chart.
Attached 2 examples
Every US equities pre-market, when looking at T&S, the first print is always from the previous day. In stocks that are not gaping up or down this is not noticeable but in the case of a large gap you end up with a bad candle spike on the chart. After the market opens this issue doesn't occur. I'm using NT8 RC1, Kinetick data feed, 2 minute chart with US Equities ETH session template.All times are Mountain time zone.
Example:
Switch to symbol TSCO at 7:17am 9/8/16.
First print in T&S window is 2:00pm price 83.53, the closing price from 9/7/16.
Next print is 7:17am 70.98.
On the chart you can see the massive spike generated that is a false candle.
You can clearly see the all the other pre-market data on the chart is correct.
The 2pm print should not be there, that is what is causing the bad candles.
Any US equity that trades pre-market that I've checked does this, prints a trade from the previous day when it should not. If the stock is not making a significant gap, you don't notice it on the chart.
Attached 2 examples
Attached Files
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