Usually there are fairly big swings in the NYSE TICK index, with values between 1000 and -1000. For some reason, yesterday had abnormally small swings, with the TICK never reaching values above 500 or -500! Was some parts of the markets closed or why were the values so low yesterday july 27? The attached graph shows the TICK during the last two days, as you can see the difference between fridays and mondays TICK range is huge. It does not look normal, hence my question.
There was something wrong with IB's tick data on Monday. Go to quote.com and use the symbol $TICK to see the correct data. Range was +1150 to -725 or so.
Ok thanks, that should explain it. I use IB for datafeed. Hope they sort that out though, since it could be potentially disastrous if you use TICK data in your trading.
That's pretty bad when they can't even pass along proper data - why are they changing it? How do you know any other chart you are looking at is actually showing you the correct price bars?