ES - volume spike sept. 25th - 4 pm?

Discussion in 'Index Futures' started by Atlantic, Sep 26, 2003.

  1. Atlantic


    125.000 contracts in one minute?!

    any ideas ?

    or is it just my software displaying nonsense ...
  2. I don't see it in the CME tick data.
  3. and I am showing all 5 min volume bars in the last 30 minutes to the close below 20,000 ES. Nothing is registered with that amount of volume in my data.
  4. Atlantic


    ok - thanks - i already supposed it was an error - since price showed no reaction.
  5. We had about 18,000 + ES contracts traded from 15:55 to 16:00, and about 17,500 + ES contracts traded from 16:00 to 16:05. I hope this helps you! :)
  6. A broker/dealer who shall remain nameless (rhymes with scare) slammed the market with 3,000,000 QQQ and S&P futes on the closing bell. That's what caused the after hours (additional) weakness.