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I'm confused by the market data I'm seeing today. I expected a thin
market this week, but this is ridiculous.
I'm seeing gaps of as much as 20 or more minutes between S&P ticks.
Even stranger, I'll see 5-10 ticks in one minute, followed by a 3-10
minute gap, followed by 5-10 ticks in a minute.
I'm even seeing 10-minute (and larger) gaps in major indices like
INDU. I haven't gotten a tick on NDX for over an hour.
My data from December 1997 doesn't look anything like this. As far
as I can tell, my receiver (BMI cable) is OK. Is anyone else seeing
behavior like this, or have I got gremlins in my data line?
Thanks,
Gary
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