Support Board
Date/Time: Tue, 26 Nov 2024 20:30:03 +0000
Post From: Bad price data in the Sierra charts data feed
| [2023-10-31 06:04:39] |
| User534810 - Posts: 5 |
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TSLA has price spikes lately. The data feed is accurate, and the price spikes are real. Possibly what is happening is an hft or hedge fund, is filling up all the bids or buying all the offers to create a new NBBO for a microsecond, during which they get to place orders at prices several dollars away from the price 2 seconds ago. This allows to short 3,4 5 dollars above the previous price 2 seconds ago, or buy at several dollars below the previous price 2 seconds ago. Easy money with instantaneous fills. So they are making money, but the spikes created by their market manipulations flatten out prices in charts. You may choose to add a filter, which persons can voluntarily choose to use at times, or not; as your volume filter is now. Some may use it, other may not. But trying to adjust data bar by bar, the only fix now, is too slow and inefficient.
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