Thank you for sharing those. I was looking at the ES flats for January 2nd 2019 and maybe someone can help me understand something: out of ~1M ticks for that day, about 60K have a last price that is either lower than the bid or higher than the ask. I suspect this is a general expectation but I would appreciate if someone could clarify why this is happening (to be noted the ask or bid end up reaching that outside-the-spread last price a few ticks later).