anyone knows what happened to APPX on Nov 14, 2007? Share underwent 187:100 split on that day, but trading during the day was very strange. It opened at 23, then started to fall and after about half an hour settled around 13. It's not like one or two trades went at wrong (pre-split) prices, it fell gradually and some 150K shares were traded at these prices. The reason I am asking is because this trade appears as huge loss in my backtesting, skews my entire data set, and apparently would have caused a loss in real trading as well. Is that behavior common? Were the trades busted? How do you protect your ATS against such events?