Kudos to MMs

Discussion in 'Chit Chat' started by nitro, Oct 23, 2008.

  1. nitro

    nitro

    03/21/2012 09:56:02 OFV = 1402.66 Buy to Close SPX at 1401.48 Spread = 3
    03/21/2012 10:00:13 OFV = 1396.43 Sell to Open at 1401.76 Spread = 3
    03/21/2012 10:01:24 OFV = 1402.07 Buy to Close SPX at 1401.51 Spread = 3
    03/21/2012 10:03:57 OFV = 1395.49 Sell to Open at 1401.17 Spread = 3

    These smaller gyrations on the last lines are possible, but they point to potential data problems.
     
    #4581     Mar 21, 2012
  2. noddyboy

    noddyboy

    What about the bigger gyrations that bring the OFV negative or 10E999? I guess those don't concern you.
    :D
     
    #4582     Mar 21, 2012
  3. nitro

    nitro

    03/21/2012 10:57:01 OFV = 1406.44 Buy to Close at 1403.32 Spread = 3
    03/21/2012 11:25:33 OFV = 1409.17 Buy to Open at 1405.99 Spread = 3
    03/21/2012 12:49:45 OFV = 1404.10 Sell to Close SPX at 1404.25 Spread = 3
    03/21/2012 12:54:02 OFV = 1401.15 Sell to Open at 1404.95 Spread = 3
    03/21/2012 13:00:01 OFV = -1075.81 Buy to Close SPX at 1404.86
    03/21/2012 14:03:11 OFV = 1408.75 Buy to Open at 1405.74 Spread = 3
    03/21/2012 15:00:03 OFV = 1409.23 Sell to Close SPX at 1403.22
     
    #4583     Mar 21, 2012
  4. nitro

    nitro

    03/22/2012 08:56:45 OFV = 1397.67 Buy to Open at 1394.57 Spread = 3
    03/22/2012 09:07:37 OFV = 1395.61 Sell to Close SPX at 1396.21 Spread = 3
    03/22/2012 09:17:13 OFV = 1396.69 Buy to Open at 1393.42 Spread = 3
     
    #4584     Mar 22, 2012
  5. nitro

    nitro

    03/22/2012 09:33:10 OFV = 1393.0 Sell to Close SPX at 1392.92 Spread = 3
     
    #4585     Mar 22, 2012
  6. nitro

    nitro

    03/22/2012 09:48:45 OFV = 1395.54 Buy to Open at 1392.18 Spread = 3
     
    #4586     Mar 22, 2012
  7. nitro

    nitro

    03/22/2012 10:12:24 OFV = 1388.52 Sell to Close SPX at 1390.3 Spread = 3
     
    #4587     Mar 22, 2012
  8. nitro

    nitro

    03/22/2012 10:17:16 OFV = 1387.20 Sell to Open at 1390.39 Spread = 3
     
    #4588     Mar 22, 2012
  9. nitro

    nitro

    03/22/2012 10:28:57 OFV = 1392.10 Buy to Close SPX at 1391.84 Spread = 3
    03/22/2012 10:40:25 OFV = 1396.46 Buy to Open at 1392.29 Spread = 3
     
    #4589     Mar 22, 2012
  10. nitro

    nitro

    03/22/2012 15:00:08 OFV = 1396.31 Sell to Close SPX at 1393
     
    #4590     Mar 22, 2012