While I can't tell you what I have found about posting prices in my "real time" tool since it may be different where you are and it can lead to a definite information edge. I have noticed one particular "correction" that leads to important tradeable information on a short term basis. One should spend a long time with your reps asking details about how prices appear. I capture oddities and think about them all the time and they lead to some very interesting not well known concepts. Just to get you started on a fascinating subject: Is the last price shown really the last trade? Are their conditions when reporting of trades can occur out of order in time? Can someone trade without any charting record at all?