Registered: Mar 2012
Posts: 705

Anyone ever solved exactly what is up with the spy? I have always charted the SPX because the spy just acts whack...

Are those noisy spikes actually trades occurring far away from price or is there something funky with the spy data feed? It has been the same way for years... Anyone who has watched spy on the 1m knows EXACTLY what I am talking about so there is no need for a chart.

Registered: Nov 2008
Posts: 560

IMO it just earlier trades being posted/printed late. It happens with most stocks and more often when volume is up.

Registered: Mar 2012
Posts: 705

So there is a glitch occurring in the system because of the massive volume of the SPY? That is ridiculous that they don't have that fixed if that is the case...

Registered: Sep 2005
Posts: 1696

They look to me like trades settled at vwap or something like that since they all seem to come around similar prices…

Registered: Jun 2011
Posts: 179

And what about the ones that print hours before?

That's a big ass tell that the market will end up there.

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Quote from CET:

IMO it just earlier trades being posted/printed late. It happens with most stocks and more often when volume is up.

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Registered: Jun 2011
Posts: 179

One time this year SPY daily did not show island reversal, but intraday did not show any trades near the low price.

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Quote from RangeTrader:

Anyone ever solved exactly what is up with the spy? I have always charted the SPX because the spy just acts whack...

Are those noisy spikes actually trades occurring far away from price or is there something funky with the spy data feed? It has been the same way for years... Anyone who has watched spy on the 1m knows EXACTLY what I am talking about so there is no need for a chart.

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