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At 10:27 AM 9/15/2007, robert pisani wrote:
> These do not appear to be isolated problems. If you look daily chart of PTMK, you will see problem data on 9/17/07. 8/20/07, 8/22/07, 9/6/07, and 9/7/07, and possibly elsewhere not obvious except on a tick chart.
Interestingly, on a daily cart it shows the Open to be outside the High-Low spread of the day...
There are several ticks at the open of each of those days that are out of the range. (See Omega.15 picture)
For example, on 9/7 there are two trades shown at 9:30AM ($11.97 and $11/98)
They also show up in the Time & Sales Window (See Omega.16 picture).
The market Depth chart shows several orders way outside the range, no doubt trying to pick off market orders... (See Omega.17 picture)
Bob Fulks
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