Which data feed do you observe, or? ?
And what exactly does it mean, when you see a "+30ticks" trade? Does that mean that the most recent trade price 30 minTicks away from the previous trade?
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On Wed, Sep 27, 2023 at 05:21 PM, btw wrote:
Anybody else get a bunch of bad ticks in CL today?? I had 10+ bad ticks from 30->150 x min tick, I checked ES(ok) HO(ok) NG(1 bad).
What's the real time algo for dealing with these?? ?The hardest to filter was +30 ticks, 3 times in 1 minute but not sequential around 11:48, all 93.65.
