开云体育

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.

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?

闯ü谤驳别苍

MktData but the RTV (233) and yes 30 minTicks away.

My chart looks like this.? I've rarely even seen 1 bad tick but 10+ in one day is strange.?



I added a little yellow arrow at the 3 +30 error in one minute.?
My mavg filter would still mark them bad, but a few more closer together and no.

It's happening again today, about 10 bad ticks already.
On further investigation, it's been going on for months but not so bad and I haven't noticed.
The bid/ask, realtime bars, depth and historical data are ok AFAIK.