How do you make your Auto system guard against any "fat finger" type trades or bad prints? I was searching the forums but unable to find anything. Please let me know your feelings on this issue and if there are any prior threads on this topic!! Thanks a bunch!
Here is a thread on stuck quotes In general, I've never had a single "fat fingered" quote on any feed.. many times a day though, the best gets deleted and i dont receive the new best quote for another second or so and it creates a spurious outlier somtimes 50 cents fro the best and is immediately fixed. A simple filter th remove any quotes that jump some threshold above the last is fine for that.