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Date/Time: Wed, 15 May 2024 12:35:18 +0000

Post From: AAPL 8-31-2020 price spikes

[2020-10-05 22:38:52] Link To Thread - Link To Post [Go To First Post]
jomo88 - Posts: 47
Thanks for fixing the spikes. I have 2 additional questions... 1) Did you ever get around to applying the additional filtering to before Sept 3. You mentioned above it might take a couple weeks. 2) I noticed these spikes still appear on extended trading hours sessions. However, in this case for the extended trading hours spikes, thinkorswim also shows them. Before the fix from this thread, Sierra had spikes during the day and TOS did not, hence my initial complaint. See attached file on recent data from MSFT. So, are these likely out of sequence trades as well? Or is this possibly due to another issue like lack of liquidity in overnight trading? The fact that TOS is showing them makes me wonder. If they are out of sequence trades, shouldn't these be filtered as well? Thanks


overnight_spikes.jpg / V - Attached On 2020-10-05 22:29:28 UTC - Size: 293.04 KB - 213 views Attachment Deleted.