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Today I think I witnessed something very strange. I was following the NQ
mini at 14:22. All of a sudden it was printing at 15-20 higher than it had a
few seconds before. I went to examine a T&S and noted that the “best offer”
price was “0” instead of 2405ish as it had been seconds before. I was
wondering if there was slight offering interest at that time 12/22 14:22 and
a market order(s) had cleaned up what there was and it had gone to some
“exchange autofill” level that would allow someone to arbitrage it on the
floor. The offers soon returned at the 2405-8 range, but not after printing
several unsuspecting market order buyers at 2426-27. I can only guess what
happened , so if you can help me out, it will be appreciated.
Thanks
Comp
BTW I sent this once and got a failure to deliver message, so if this double
posted I apologize.
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