Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

"Loose cannon" trade

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    "Loose cannon" trade

    Here is the attachment
    Attached Files

    #2
    Each day I see a trade in the SPY that seems to be completely oddball. A trade will take place a long distance away from the bid and ask in the market, after which the market returns to normal. My attachment illustrates this. Is someone pulling shenanigans in the SPY market, or what?

    Comment


      #3
      It is bad tick data.

      IQfeed had this problem non-stop. Zen Fire doesn't (I've never seen it).

      You can ask your provider to clear up the trades, but in my case, back when I had IQfeed, it was a lost cause.

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by bortz, 11-06-2023, 08:04 AM
      47 responses
      1,602 views
      0 likes
      Last Post aligator  
      Started by jaybedreamin, Today, 05:56 PM
      0 responses
      8 views
      0 likes
      Last Post jaybedreamin  
      Started by DJ888, 04-16-2024, 06:09 PM
      6 responses
      18 views
      0 likes
      Last Post DJ888
      by DJ888
       
      Started by Jon17, Today, 04:33 PM
      0 responses
      4 views
      0 likes
      Last Post Jon17
      by Jon17
       
      Started by Javierw.ok, Today, 04:12 PM
      0 responses
      12 views
      0 likes
      Last Post Javierw.ok  
      Working...
      X