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Re: Euro FX data spikes for Monday, 3-15 lunchtime



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Hello John,

John> I'm using Esignal as a datafeed, and today Monday, 3-15, from
John> like 12:30 CST(1:30 EST) for about 15 minutes, all Esignal users
John> got weird 80 tic spikes up and down repetively.

John> In Esignal the contract is 6E M4 (the electronic Euro FX). It is
John> NOT the pit contract, and it is NOT the Eurodollar.

John> If you have a different datafeed than Esignal, I would
John> appreciate it you would find the correct symbol of your data
John> provider if you don't already know it, simply go into your
John> global server and pull up the tic data for 12:34 CST (1:34 EST),
John> and take a few screenshots for the data all the way to like
John> 12:37 CST.

My broker informed me of a range of trades that were busted.  My guess
is what you saw were the busted trades getting printed to the tape.