May I ask if you are watching price and volumre then why are you using minute bars? I use range bars and am finding that price and volume are best related there. Please share your thoughts.
In my experience, the more bars in a move the easier it is to …
sorry cory,
you're too late again. we solved that mystery already yesterday. eric confessed.
-----Original Message-----
From: CME Globex Control Center
Sent: Wednesday, January 13, 2010 4:54 PM
Subject: ESH0 Event
Importance: High
Between 11:03 and 11:04 CT today, there were a series of transactions in
ESH0 in which a market participant appears to have inadvertently traded
approximately 200,000 contracts as both buyer and seller. CME maintains
trade practice and risk management rules and procedures respecting such
matters. In keeping with standard practices and CME's self-regulatory
responsibilities, CME is reviewing the circumstances of this event.
))