Gee, I hate to start this again, but
I noticed a bad Tick on the E-Mini just as I was walking out the door so I naturally tried to fix it. Not on QCharts, another program.
So of course, there was volume next to the tick I was editing. Today had low volume but here is some volume from 12/23, roughly mid-day. I don't have the time to analyze what's going on, but these have to be trades, not size.
12/23/1999, 12:08, 1478.500000, 21
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.250000, 1
12/23/1999, 12:08, 1478.500000, 6
12/23/1999, 12:08, 1478.500000, 5
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.750000, 23
12/23/1999, 12:08, 1479.000000, 22
12/23/1999, 12:08, 1479.000000, 1
12/23/1999, 12:08, 1479.000000, 7
12/23/1999, 12:08, 1478.750000, 7
12/23/1999, 12:08, 1478.500000, 10
12/23/1999, 12:08, 1478.750000, 3
12/23/1999, 12:08, 1479.000000, 2
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.750000, 1
12/23/1999, 12:08, 1478.750000, 4
12/23/1999, 12:09, 1478.500000, 1
12/23/1999, 12:09, 1478.500000, 3
12/23/1999, 12:09, 1478.500000, 2
I have to look at it once again when I get back. Everyone convinced me I was wrong, so now I'm not sure what I'm looking at. It can't be size, however. |
