I also spoke to IB help about this. I was told that they are
"mistrades" from the exchange and the exchange will have to rectify
the data. IB does not manually correct this, they just send the
data that they receive onwards. However I was told that the
exchange should remove the trades. When, is the question. Would
also appreciate a heads up on the SRS swing data (second
system). Can someone PM me the MA values with time so that I can
check my data? Thanks.
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I also spoke to IB
Ninja Trader bad cande wick
Posted by Vida on 21st of Sep 2009 at 11:01 am
I also spoke to IB help about this. I was told that they are "mistrades" from the exchange and the exchange will have to rectify the data. IB does not manually correct this, they just send the data that they receive onwards. However I was told that the exchange should remove the trades. When, is the question. Would also appreciate a heads up on the SRS swing data (second system). Can someone PM me the MA values with time so that I can check my data? Thanks.