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Date/Time: Sun, 05 May 2024 08:09:06 +0000



Post From: Huge spikes on Denali offer data

[2019-10-04 16:02:52]
9710276 - Posts: 24
OK; thanks guys -- much appreciated. I limited the depth, as you said, and that took the anomalies away.

One question though: I see that the 800 quantity offer is at 65.00. I was under the understanding that Denali is limited to 500 ticks for depth. Could you please explain why the 800 quantity is being picked up when it is sitting roughly 1200 ticks above price? Thanks again.