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John,
I use TradeStation 7 and I saw the same thing in the same time frame from
Tradestations data feed as well. I trade the EuroFX (but was in at that
time)
I checked the time and sales and at exactly 11:55:29 and 11:55:30 the prices
went from 1.2256 shot up to 1.2297 within those 2 seconds. They immediately
came right back down 2 seconds later 1.2256. But there were actual trades at
those numbers.
Dennis Todd
-----Original Message-----
From: John blucarr [mailto:true_blue88@xxxxxxxxxxxxxxxx]
Sent: Monday, March 15, 2004 7:40 PM
To: omega-list@xxxxxxxxxx
Subject: Euro FX data spikes for Monday, 3-15 lunchtime
I'm using Esignal as a datafeed, and today Monday, 3-15, from like 12:30
CST(1:30 EST) for about 15 minutes, all Esignal users got weird 80 tic
spikes up and down repetively.
In Esignal the contract is 6E M4 (the electronic Euro FX). It is NOT the pit
contract, and it is NOT the Eurodollar.
If you have a different datafeed than Esignal, I would appreciate it you
would find the correct symbol of your data provider if you don't already
know it, simply go into your global server and pull up the tic data for
12:34 CST (1:34 EST), and take a few screenshots for the data all the way to
like 12:37 CST.
(alt + print screen buttons), then save in Windows Paintbrush as a
MONOCHROME bitmap because of the smallest file size.
Please email 'em over.
Thank you kindly,
John
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