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Mystic phenomena in Continuum datafeed

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Administrator: Retired Backtester
Rennes France
Trading Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
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Posts: 3,573 since Jun 2009
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@Renkotrader, it looks like a kind of artifact, not a real bid/ask.
You should try to:
- download the market replay for this specific day and check if it was "real". As it will come from another data source it will confirm it did not happen on the NYMEX itself
- create a simple indicator which will log these events (on a 1 tick chart, bid (or ask) for bar 0 x% higher/lower than bid (or ask) for bar 1)

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