I am telling you on the close they just make a big shift. Will only be ratified within the first 20 -30 mins,
are those double bids or single ask/bids spikes? These "spoofing" spikes is why I have double Bid in IB for my stop losses, Would love to hear how they come about on underlyings like the SPX where it should be so liquid, there is no chance of one MM move the market.