Dates in question:
5/13
5/14
5/19
5/20
When I replay these dates the inside market does not move, but the last trade price moves properly. I tried deleting /db/cache, restarting NT, reloading all historical data for the interval, and then starting MR, but nothing changed.
Was something wrong with the MR data for the above dates? Can you replicate the issue? I have written about errant MR data 3 other times in the past, and each time an NT rep stated there was some issue with the server precluding accurate data. Is this another one of those instances?
Regards
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