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Looking at Time and Sales, there was absolutely no volume (perhaps 50
contracts total for the whole spike). Just another of those runaway stop
spikes. One of the joys of electronic trading; and I thought that problem
had been addressed!
George Eberhardt
(732)224-8988
----- Original Message -----
From: "Dale Andren" <dale@xxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, January 07, 2004 11:22 PM
Subject: Mini Dow
> Hi,
>
> It appears that tonight at 9:23 the mini dow contract at the CBOT traded a
> 150 point range in a couple of minutes. No news, no corresponding move in
> ES. Does anyone know what caused this or if these trades will stand. Looks
> really suspicious.
>
> Regards,
> Dale
>
>
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