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To: TFF who wrote (8585)1/9/2001 9:52:46 PM
From: Wayners  Respond to of 12617
 
Seems like they would then have to really have a buy/sell inbalance to gap stocks. Now they gap stocks based on what the futures are doing and oftentimes not on what the actual buy sell imbalance is for the stock. The proof? Large gaps that trade almost no volume at the open and then the gap closes.