Today there is a "bad tick" in SPY 1 minute bars. I am using NT 7 with a Kinetick data feed.
This is historical data which I received from Kinetick... NOT recorded in real-time.
What is the best way to correct these kinds of errors? I've searched this forum and found some threads about fixing TICK data, but couldn't find anything with a solution to "filter" errors in 1 minute bars.
Attached are two pics:
1) 1-minute chart showing erroneous low on 9:52am PST bar
2) 1-second chart, showing the "bad tick" around 9:51:23
Thanks for the help
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