Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
The official report from ICE/Nybot shows that the daily high for TF 12-10 was 732.50, as shown below.
My intraday data shows the same values as yours. No idea, whether the data was false or whether a fat finger had entered an order, which was declared invalid by the exchange afterwards.
ICE lists historical data on their website which might answer your question. I can't post links yet otherwise I would provide you the exact location, but if you got to the ICE homepage, click on products, Russell Indexes, and then your contract and you should be provided with the data points.
This is unrelated to your question, but you might find this Russell 2000 market commentary interesting as well which is at:
The data points from ICE do not show those values for the 1st minute of trading, I had posted them above, see PDF. But my datafeed shows these values as well.
I have now edited the database and changed the value of the high of the first minute manually to 732.50, which is the high of the day reported by ICE.
I have another mystery i'd like to solve regarding this first minute Sunday night. Look at this chart and try to explain why i see multiple entries for the same time (minute) and why the High for the first minute is not there but is shown on the chart. Is this some sort of a bug ?
Expand the column wider, you are looking at (bottom to top) 18:0x, 18:1x, 18:2x. The last digit on each is cut off in your column because it is not wide enough.
I can't believe i did not think about it that is so obvious with the benefit of hindsight. How dumb i may be at times. Thanks. Same type of things happen frequently in reading price action, if i had entered there i would ...
My IQFeed data feed also showed the same trades. I think there were some market orders which cleared out some levels of the order book, which then triggered some other stop orders. By the time the cascade was done, TF had gone up almost 25 points. This was a flash-spike! An instrument with low liquidity after hours, and market orders.