Support Board
Date/Time: Sat, 28 Dec 2024 08:14:54 +0000
Post From: Accuracy of ticks with exchange traded spreads and number bars study?
| [2016-04-21 02:05:10] |
| i960 - Posts: 360 |
|
Implied prices are incredibly important in the cases they're available. That being said/to be fair, there are specific issues with CME and implied prices on flies in the energy complex, so this may or may not actually be related to that. I'll see what I can find out from IB as well. I'd be surprised if they were doing their own implication calculation based off the outrights (because that would entail significant work on their part), but stranger things have been known to happen. |