JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010
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Posted: Nov 6, 2010 08:15 AM
Msg. 1 of 7
I am currently only seeing this behavior only for options on T and XRX. I subscribe to options on about 50 symbols.
It began November 2nd and has continued since.
These are my selected update fields:
Last,Bid,Ask,Bid Size,Ask Size,Bid Market Center,Ask Market Center
And here are a couple examples of the unusual ticks, out of 52 total unusual ticks, from the last few days:
Q,T1122A30,0.37,C.38,0.40,C-3600,9,23,5, Q,XRX1122A12.5,0.39,0.38,C.41,394,C-1000,9,23,
In the same time frame I have received no F messages, and 1 P message, with the bad data:
P,T1122M27,C,0.42,-0.06,-0.125,50,50,0.42,0.42,C.40,0.41,C-5300,475,,,0.,09:55:43t,11684,0.42,0.48,0.41,27.000,,,n,,,,,11/02/2010,,0.42,01/22/2011,,,-0.06,0.,,,,,0.,0,,,12,2,81,116,NYSEALT-BSE-CBOE-ISE-PSE-NMS-PHLX,,,,,1,,,,14099631,,,16,23,16,09:55:43,5-6-9-11-13-16-17-23,
Please advise.
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JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010
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Posted: Nov 6, 2010 08:17 AM
Msg. 2 of 7
I meant to include examples so that you could see that the C. and C- appear on either the bid or ask.
Q,T1122M29,1.07,C.94,0.98,C-2400,12,23,11, Q,T1122M29,1.07,0.97,C.99,46,C-1200,11,23,
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