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Trades filled outside of Bid Ask spread?
Started:December 2nd, 2011 (11:39 AM) by cw30000 Views / Replies:1,389 / 2
Last Reply:December 11th, 2011 (08:22 AM) Attachments:1

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Trades filled outside of Bid Ask spread?

Old December 2nd, 2011, 11:39 AM   #1 (permalink)
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Trades filled outside of Bid Ask spread?

There was a jump in price at the CL around at 11:19 EST today and when I reviewed the Times and Sales, the B/A jump by 8 ticks and many trades outside of B/A during that jump. There was at least a few hundreds contracts traded outside of the B/A.

How could that happened? Is it just a bad feed from the broker?

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Old December 2nd, 2011, 11:40 AM   #2 (permalink)
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Old December 11th, 2011, 08:22 AM   #3 (permalink)
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Yes, just "bad feed". More accurately, just bad timestamps.


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