ICE lists historical data on their website which might answer your question. I can't post links yet otherwise I would provide you the exact location, but if you got to the ICE homepage, click on products, Russell Indexes, and then your contract and you should be provided with the data points.
This is unrelated to your question, but you might find this Russell 2000 market commentary interesting as well which is at:
ice commentary .com
Last edited by AdvocateofICE; November 23rd, 2010 at 12:24 PM.
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I have another mystery i'd like to solve regarding this first minute Sunday night. Look at this chart and try to explain why i see multiple entries for the same time (minute) and why the High for the first minute is not there but is shown on the chart. Is this some sort of a bug ?
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Expand the column wider, you are looking at (bottom to top) 18:0x, 18:1x, 18:2x. The last digit on each is cut off in your column because it is not wide enough.
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I can't believe i did not think about it that is so obvious with the benefit of hindsight. How dumb i may be at times. Thanks. Same type of things happen frequently in reading price action, if i had entered there i would ...
My IQFeed data feed also showed the same trades. I think there were some market orders which cleared out some levels of the order book, which then triggered some other stop orders. By the time the cascade was done, TF had gone up almost 25 points. This was a flash-spike! An instrument with low liquidity after hours, and market orders.
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