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Date/Time: Thu, 02 May 2024 09:53:16 +0000



Post From: Inaccurate gilt prices

[2019-09-20 08:17:57]
rshimmin - Posts: 42
Hi,

For a few months I have noticed I am getting innacurate prices. All the prices that have traded are recorded, however, there are also prices being recorded that don't trade. The innacurate prices are normally withing 10-15 ticks and show up on 1 minute charts. I am wondering if it is picking up on block trades and printing those prices?

Thanks for your help.