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Strategies & Market Trends : Tech Stock Options

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To: SJS who wrote (54924)10/7/1998 6:31:00 PM
From: AlanH  Read Replies (1) of 58727
 
Steve, re:SPX/OEX feed gaps

Unbelievable! I watched SPX stutter for 2min [2:57..58] and then for 18min [3:00..17] on Signal real-time; OEX gapped for 19min [2:57..3:17]. (The SPX 2:59 interval was probably false, given that it formed a cheesy looking doji.)

The above gaps account for ~3pts OEX and ~6pts SPX. I have yet to hear an explanation -- and *surprise* DBC is clueless. My guess is that the root cause comes from the exchange/s. Curiously, there are no gaps in PREM, although [2:42..2:51] looks really sketchy.

Anyone tracking the futures during this time?

Regards,
Alan
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