What are the 8AM Premarket Spikes?

Discussion in 'Order Execution' started by fxRichard, Jan 20, 2021.

  1. Overnight

    Overnight

    There should be an entire year of high school with a class dedicated to understanding time zones as a requirement for graduation, and only A+ scores are considered passing grades, or else you are left behind for a year. This will repeat every year until A+ is reached. This can substitute for the mandatory phys. ed. requirement for graduation.
     
    #11     Jan 20, 2021
    VicBee likes this.
  2. SunTrader

    SunTrader

    Can you get a GED in time zone nomenclature?

    As Chris Rocks calls it ... a Good Enough Diploma.
     
    #12     Jan 20, 2021
  3. VicBee

    VicBee

    When I started trading last year I wanted to be ready for that market open spike (or 8 am pre market spike, that one because TOS and other brokers open at that time) when I made the same assessment as you.
    That's because the close price is modified by after market and pre market trading, so in effect the close price is no longer the open price and when you place your order, you're...out of order. That got me so frustrated that I opened an account with Webull, which is one of the very few full after/pre market trading platforms. Being in Singapore, 4 am is the middle of the afternoon for me and convenient. I used that account to pretty much trade the pre market to 30 minutes after open and did pretty well. Eventually I shut down my Webull account due to restrictions from trading outside the US, but also because I wasn't comfortable that Webull is a China based company.
    As I've complained before, stock market hours are like union factory work... 9:30-4:00. Imagine a 24/7/365, where anyone from around the globe could trade at their convenient hours... :wtf:
     
    #13     Jan 20, 2021
  4. Thanks for the replies guys. I actually have a snapshot of the time and sales from this morning during that time. it looks like many of these trades were coded d for distribution, not sure what that means. Are these late prints from a larger block trade? Are these tradable?
     
    #14     Jan 20, 2021
  5. Math_Wiz

    Math_Wiz

    No, they are not late prints from 4am - 8am trading as you can see in this chart. It appears as though they may be from Thursday's closing price in this example. upload_2021-1-23_13-2-19.png
     
    #15     Jan 23, 2021
  6. JamesJ

    JamesJ

    Ok, in spy there seem to be some trades at previous days closing. Probably pre agreed trades.
    In stocks those candles usually only spread across premarket range.
     
    #16     Jan 23, 2021
  7. Yes I'm just trying to understand exactly what is going on. I'll post pictures of the time and sales when I'm back to my computer but these prices are tagged as D for distribution. A simple Google search will give you a very non descriptive definition, trying to find more clarity.
     
    #17     Jan 23, 2021
  8. SunTrader

    SunTrader

    #18     Jan 23, 2021
  9. Hey Suntrader I don't think what you shared is the same. For one this is not through IB, also these are happening early morning, not in the closing auction.
     
    #19     Jan 23, 2021
  10. KCalhoun

    KCalhoun

    Good question, I'm curious too, there's always spikes at exactly that time daily in SPY etc.... looks like premkt equivalent of moo/mkt on open order flow but at 8 vs 930
     
    #20     Jan 23, 2021