messed up quotes

Discussion in 'Trading Software' started by Free Thinker, Feb 28, 2007.

  1. for the last 2 days my quotes are messed up. every few seconds i get an out of range print that causes a long candle. its happening on ib and qcharts so i dont think its my computer. anyone else?
  2. I'm seeing the same thing, its not related to a particular quote provider or a particular stock..its all over
  3. gimp570


    my quotes are were F'ed.this morning but seem better now
  4. yeah. I'm getting it too. And I'm using completely different software/data feed than you are.
    From what I understand it's an Island and Nasdaq reporting issue.

    What I did today was just stick to NYSE. To filter out bad ticks I enter "XOM.N" which just gives me NYSE prints and quotes.

    But now the orders are slow to cancel and fill. I just took a smack in the ass (made $ but couldn't cancel stop in time) I think I might call it a day. Don't need slow cancels in this sort of market.

    Good luck.
  5. chud


    i was getting that too on all my data sources. i'd like to know the source of the problem because made it hard to tell what was happening.
  6. The source is the volatility and the hybrid, although they're hesitant to admit there are issues.
  7. eSignal Support

    eSignal Support eSignal

    We've had several calls related to listed stocks trading via NASDAQ.

    If that's what you are seeing during these time frames, here's NASDAQ's system status page for more info:

    02/28/2007 12:46:28 ET Trade reports to SIAC and the Consolidated tape in NYSE AMEX listed securities are real-time

    02/28/2007 11:00:41 ET NASDAQ is investigating intermittent slowness in trade reporting in NYSE AMEX listed securities. NASDAQ will advise.
  8. chud


    Scott, just look at some of the charts from this morning if you want to see what we mean. DIA for example. On the 1 min chart this morning you can see all the spikes that were showing up.
  9. I have eSignal, too, and this has now been discussed on numerous threads.

    THe wild bars are from the late prints on NMS trades. THe charting program just draws the bars as the prints appear, so they are unusually wide, and jump back and forth 10, 20, 50 or more cents at a time sometimes.
  10. again this morning, spy toggling between 139.2 and 140
    #10     Mar 1, 2007