For instance on minute bars this results in a ridiculous Low of 0.
To try to prevent this I have turned on Options/Market Data/Real Time/Filter Bad Ticks.
But looking at other threads it seems this would still let through zero bid ticks if there was more than 3 consecutive.
But zero bid at best looks meaningless, and at worst looks like a cynical ploy to get algorithms to sell their positions at low prices (perhaps nothing see here)
My suggestion is that either NT should always discard zero bid ticks (regardless of Filter Bad Ticks setting), or this could be an additional Checkbox setting "Always discard zero bid".
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