Yesterday, I ran across these instances of asking prices for TVIX that appear to be glitches in the datastream. Do they represent extreme buy/sell events that are immediately remedied by high frequency traders? If so, what of the long streak at an extremely low price? (ms_ticker_timestamp, 4_hours_ahead_of_NY, symbol, asking_price): 1563285614336 14:00 TVIX 14.07 1563285614349 14:00 TVIX 3.9 Big selloff? 1563285614440 14:00 TVIX 14.07 .. 1563285621080 14:00 TVIX 14.06 1563285621222 14:00 TVIX 5.92 Big selloff? 1563285621575 14:00 TVIX 14.06 ... 1563285621806 14:00 TVIX 14.06 1563285621835 14:00 TVIX 37.89 Big buyup? 1563285622276 14:00 TVIX 14.06 ... 1563285637637 14:00 TVIX 14.07 1563285637650 14:00 TVIX 2.6 Big selloff? 1563285637650 14:00 TVIX 2.6 Uh oh... 1563285637650 14:00 TVIX 2.6 1563285637650 14:00 TVIX 2.6 1563285637650 14:00 TVIX 2.6 1563285637650 14:00 TVIX 2.6 1563285637650 14:00 TVIX 2.6 1563285637650 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 What's all this? 1563285637651 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 1563285637651 14:00 TVIX 2.6 Where were the high frequency traders? 1563285637651 14:00 TVIX 14.06