SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Non-Tech : Quote.com QCharts -- Ignore unavailable to you. Want to Upgrade?


To: jebj who wrote (3540)9/1/1999 9:09:00 PM
From: E. Davies  Read Replies (1) | Respond to of 17977
 
the L2 was running as much as a full point behind what was showing on the T&S as if fell from the open.
Of course you cant trust the chart either (even later) but it sounds like you had pretty good evidence.

I have seen times in very high velocity stocks where trades will start filtering in that appear out of sequence (say trading 120x120 1/4 and suddenly you get some prints @121). Like clockwork the stock moves to that level in about 5-6 seconds and I've never managed to hit a trade in between time.

Sure feels to me that in these circumstances the L2 is just a little delayed behind "the market". This is not just at the beginning of the day, but any time.

Anyone else see this happen?
Eric