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Non-Tech : MB TRADING
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To: wily who wrote (5060)7/18/1999 4:26:00 PM
From: Sir Francis Drake  Read Replies (2) of 7382
 
wily, sorry to butt in - this is based on my CyberTrader experience: I also noticed the T&S problem during the first few minutes at the open. The problem is strange, in that the initial price levels, and price change bars (in the T&S column) are always accurate, but the price of the trades reported is wrong for several minutes *but not the time*. Initially I thought it was just an odd thing, that what I was seeing on LII bore no resemblence to the T&S (and so it looked like *all* the trades were wildly outside the market, through several price changes), until I noticed that if I allowed for a lag in reporting, it would match perfectly the activity on LII.

Morgan
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