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Neil:
I'm sure this time and sales period is an utter mess, both electronic trading
and pit trading. The biggest problem with E*minis will be what traded and what
was junk when they were playing with the feeds. And if you look at the DJ
contract range and ticks, they also had a huge and perhaps incorrectly large
range.
It's safe to say the SPs traded to 1075. All else might just be speculation when
the dust clears on the time and sales mess from this afternoon.
Tim Morge
Neil Harrington wrote:
>
> I had some bad ES ticks from my BMI satellite feed during the explosion this
> afternoon. There were several ticks that came in at 824. I deleted those.
>
> Then I was noticing that I had several ticks in the ES8Z that were way out
> of whack with the SP8Z. My high tick for ES8Z was 1138.25! The high tick for
> SP8Z was 1075.00. I suspected bad ticks on the ES but there was an orderly
> (though large changes) on the way up and down.
>
> Can anyone confirm this or know what the ranges were during the last hour or
> so?
>
> Neil
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