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azurewelkin has contributed to 2 posts out of 21196 total posts
(0.01%) in 3,382 days (0.00 posts per day).
20 Most recent posts:
Thank you. I am confused by what would cause the Best Bid and Offer to cross? Does it mean that there could be a stale quote from one of the exchanges, or is it something that can happen when there is an Intermarket sweep order?
I noticed that occasionally a real time tick would update the last qualified trade price but it would be well below the bid price. This has happened multiple times during regular trading hours. An example involves DRI on 02/10/2015 (some tick data shown below), with multiple trading below $60 while the bid price stayed at $60.63.
I can only think of three possibilities: 1) the bid price was inaccurate; 2) the trading price was inaccurate; 3) very unlikely situation where all bids above $60 were canceled, the trade happens, and then all bids were re-entered. I am most inclined to believe in 1). Can anyone investigate this? Thanks.
Time Stamp,Last,Last Size,Total Volume,Bid,Ask,TickID,Basis For Last,Trade Market Center,Trade Conditions 2015-02-10 10:21:17.464,59.9900,3200,128410,60.6300,60.5100,292849,C,7,3D, 2015-02-10 10:21:17.464,60.6400,100,128510,60.6300,60.5100,292850,C,26,01, 2015-02-10 10:21:17.464,60.6300,69,128579,60.6300,60.5100,292851,O,25,3D87, 2015-02-10 10:21:17.464,60.6300,100,128679,60.6300,60.5100,292852,C,5,3D, 2015-02-10 10:21:17.464,60.6500,100,128779,60.6300,60.5100,292853,C,11,47, 2015-02-10 10:21:17.464,59.9500,4,128783,60.6300,60.5100,292854,O,7,3D87, 2015-02-10 10:21:17.464,59.9400,1400,130183,60.6300,60.5100,292855,C,7,3D, 2015-02-10 10:21:17.464,59.9100,100,130283,60.6300,60.5100,292856,C,7,3D,
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