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Ruth:
I didn't check my data. But after the pit closes, there is a
three minute settlement period where brokers work orders
that were in on the 'close' and try to iron out imbalances.
BMI data doesn't always show this...but especially on an
early close, where your contract is setup to expect ticks in
the regular session until 2:00PM CST, TS will see the extra
session as regular trading.
Best,
Tim Morge
Ruth Ruby wrote:
>
> Did anyone chart US0H,the March bond contract,and show 3 ticks at
> 12:18pm,all were upticks,and this after the early close of bonds at
> 12:10pm.(today,Fri the 14th)
> If so,any explanations?
>
> Thanks,
> Ruth
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