Trades filled outside of Bid Ask spread?

December 2nd, 2011, 11:39 AM

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?

December 11th, 2011, 08:22 AM

Yes, just "bad feed". More accurately, just bad timestamps.

Mike

Trades filled outside of Bid Ask spread?

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Trades filled outside of Bid Ask spread?