Forums - What is this in the SPY?

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Posted by BobbiDigital on 12-20-11 06:51 PM:

What is this in the SPY?

Just a glitch in IB's software or what? I haven't been in the market when I have seen these substantial blips happen.

Posted by rmorse on 12-20-11 06:53 PM:

Re: What is this in the SPY?

Quote from BobbiDigital:

Just a glitch in IB's software or what? I haven't been in the market when it's happened.

These prints are either bad prints or prints against SPY options that are printed late. Check the volume at that time. If it was large, it was most likely vs options.

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Posted by abattia on 12-21-11 06:50 AM:

Re: What is this in the SPY?

Quote from BobbiDigital:

Just a glitch in IB's software or what? I haven't been in the market when I have seen these substantial blips happen.

http://www.elitetrader.com/vb/showt...threadid=229453

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