this oughtta make bears laugh, suddenly the cme today pushes out daily data for tomorrows bar with an erroneous high and low matching today's... i should have kept a detailed journal all along of these assorted anomalies... conspicuously timed exchange and broker outages, bad data, etc etc etc. one day it will just be a funny footnote to a portfolio of disasterous reputations
This is nothing unusual. The CME still relies on paper tickets and traders getting their trading cards in on time to create their time & sales data. When I used to trade on the Merc, it wasn't unusual to turn your cards in several hours, or sometimes days, late. So people have known for years not to rely on CME data. Although they're probably too pre-occupied with this stuff these days to pay much attention to other issues: CME, ICE Rumble Escalates Over CBOT
I have to agree about the CME data. I've had nothing but problems whenever I try to rely on CME time & sales. The futures pits are mired in the stone age, and time & sales is a relic of that antiquated system. The CME needs a nice kick in the butt to get their tech into the modern age.