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I've got this in Ensign from DTN
OEWWF
The first two ticks are Time stamped 01:53, then 05:47 both at 18.63.
the tick at 9:49 is at 20.88. Look at the CBOE web site for the high of the day.
____________________Reply Separator____________________
Subject: missing tick
Author: Richard Davidson
Date: 10/22/98 8:04 PM
List and Omega support;
I was watching my quotes page for an OEX put option OEWWF as the trading day
went by. I noticed a new high go thru at 9:49 AM of 20^14. This trade was
properly shown as the current high on the quotes window. Some time later I
went back to look at the trades and I could not find this trade when I
checked in the edit tick screen of the BMI server it was not there where did
it go????? The reason I know the time that it went thru was I called my
broker to confirm that it was a valid trade. This is not a high volume
option there are only 140 ticks that were stored for today.
Any help would be appreciated.
Rich Davidson
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