Tick charts, last print 1% or more above or below the market where do they come from?

Discussion in 'Trading' started by wilburbear, Mar 2, 2010.

  1. Chart then returns to normal. This happens in most stocks. Just saw it in SPY.

    Which exchanges allow a "print through"?
  2. From my experience these are average price prints, or prior negotiated block trades.
  3. If IB is your broker try selecting any exchange but "SMART" for charting. SMART can occasionally grab stale data and cause just what you describe. You want to specify a real exchange when you subscribe for real-time data.