Please explain this spike

Discussion in 'Order Execution' started by maxinger, Jun 6, 2020.

  1. maxinger

    maxinger

    bund.png

    on 5 Jun, I longed Euro stoxx 50 from Eurex.
    As price moved in my favor, I shifted my hard stop to 3337 level ( see red dash line).

    Subsequently there was a price spike (see oval hilited area).
    It pierced through 3337 level.
    But my position was still opened.

    Is the price spike really happened? Or is it some internet or charting software problem?
     
  2. p0box4

    p0box4

    What is the exact time the spike happened?
    Demo or live?

    Looks like a software glitch but that should only happen in a demo environment.
     
  3. maxinger

    maxinger

    it is live.

    when I zoomed into the spike, I see that the spike happened from
    GMT+8 21:25:28 TO 21:28:01.

    I saw the spike on 5 Jun.
    And when I launched my chart few minutes ago, the spike is still there.
     
  4. Overnight

    Overnight

    My instinct is to say it is a historical data glitch in the platform. Which platform is it? If you say NT7, I will guarantee it was a software glitch. :)
     
  5. maxinger

    maxinger


    Some people might channel datafeed from trading platform to charting software.
    That is not the case for me.

    I paid for two Eurex data feeds.

    1. data feed to my charting software which is Esignal.

    2. data feed to my trading platform Gaincapital.
    Not sure if there was price spike in that platform as I didn't pay attention to it during that time frame.

    So spike is not due to trading platform.
     
  6. Overnight

    Overnight

    So you pay for a feed to your charting software, AND your trading software? I had no idea that was necessary. Oi.
     
  7. maxinger

    maxinger


    no choice.
     
  8. Need to pay for ECN feed in order to get your orders routed thru the desired ECN's and need to pay for the volume feed on the popular ecn's in order for them to be displayed on charts.
     
  9. Overnight

    Overnight

    Ahh, I guess a stock thing then? Had no idea.
     
  10. smallfil

    smallfil

    Probably, just bad data. Otherwise, your stop loss probably, would have triggered.
     
    #10     Jun 7, 2020