Date/Time: Sat, 26 Nov 2022 23:21:19 +0000
Post From: CL 2:30 bid ask problems
|pismo10 - Posts: 135|
Everyday at precisely 2:30pm ET my bid ask size data on CL goes haywire. Bid and ask sizes all over the place, crossed, etc.
If I exit and re-enter the program it is corrected.
Using IB data