Interesting observation! I´d like to say I am going to try it too. Problem is that I don´t see any reason why the FTSE would lead the ESX, because the UK is more dependant on the eurozone than vice versa. Are you sure you just don´t have a faster connection to LIFFE than to the other exchanges? Well, I am gonna look into it.. Cheers
I noticed these gaps too. It´s very funny to see how obviously someone just hits the market buy-sell button for a too large quantity. Must be a trainee trader at Goldman or something ,-) I am not bothered too much by it though. Sometimes I lose from it, sometimes it goes my way.