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Apparently, someone fat-fingered an order for 200 NQ and entered 2000
instead.
Rgds,
Kim
----- Original Message -----
From: "Andrew Nopper" <tradera@xxxxxxxxxx>
To: "List, Omega" <omega-list@xxxxxxxxxx>
Sent: Tuesday, January 15, 2002 12:38 PM
Subject: Re: ES and NQ Price Spike at 1003 CST
> How about an error on 1,862 orders, because that's the number of contracts
> that went through on the 1 minute NQ bar that spiked up to 1679.50!!! The
ND
> spiked up as well, to 1650 on QCharts, and was later adjusted down to
1638.
> The spooz only spiked up to the day's high, so it sounds like a rumour hit
> the Nasdaq pits.
>
> Andrew
>
> ----- Original Message -----
> From: "Brian" <blink64@xxxxxxxxx>
> To: "List, Omega" <omega-list@xxxxxxxxxx>
> Sent: Tuesday, January 15, 2002 1:17 PM
> Subject: RE: ES and NQ Price Spike at 1003 CST
>
>
> > My broker said it was an "error on an order".
> >
> > -----Original Message-----
> > From: erwilm45@xxxxxxxxx [mailto:erwilm45@xxxxxxxxx]
> > Sent: Tuesday, January 15, 2002 9:02 AM
> > To: Omega-list
> > Subject: ES and NQ Price Spike at 1003 CST
> >
> >
> > Hello List,
> >
> > Any idea what caused the price spike in NQ and ES at 1003CST. I'm
> > checking the headlines and don't see any news or reports to spur such a
> > move.
> >
> > Thanks.
> >
> >
>
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