eporter
-Interested User-
Posts: 14
Joined: Jan 20, 2015
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Posted: Oct 24, 2016 10:36 AM
Msg. 1 of 2
I've noticed that for many NASDAQ stocks the level 2 quotes are often bad today. Some Market Makers have correct quotes, but others have junk data like you see below. These bids are far above the market price and obviously wrong. EAC and KBSF are similar. In every example I've seen, the number of cents in the quote is divisible by 4.
2,CBIO,BATS,196.76,0.,100,0,09:28:31.550,2016-10-24,52,99:99:99.000,T,F,T, 2,CBIO,BATS,196.76,0.,100,0,09:28:31.550,2016-10-24,52,99:99:99.000,T,F,T, 2,CBIO,BATS,196.76,58.88,100,100,09:28:31.550,2016-10-24,52,09:28:31.550,T,T,T, 2,CBIO,BATS,196.76,58.88,100,100,09:28:31.550,2016-10-24,52,09:28:31.550,T,T,T, 2,CBIO,BATY,196.76,0.,100,0,09:28:31.550,2016-10-24,52,99:99:99.000,T,F,T, 2,CBIO,BATY,196.76,0.,100,0,09:28:31.550,2016-10-24,52,99:99:99.000,T,F,T, 2,CBIO,BATY,196.76,58.88,100,100,09:28:31.550,2016-10-24,52,09:28:31.550,T,T,T, 2,CBIO,BATY,196.76,58.88,100,100,09:28:31.550,2016-10-24,52,09:28:31.550,T,T,T, 2,CBIO,EDGA,196.76,0.,100,0,09:28:31.551,2016-10-24,52,99:99:99.000,T,F,T, 2,CBIO,EDGA,196.76,0.,100,0,09:28:31.551,2016-10-24,52,99:99:99.000,T,F,T, 2,CBIO,EDGA,196.76,58.88,100,100,09:28:31.551,2016-10-24,52,09:28:31.551,T,T,T, 2,CBIO,EDGA,196.76,58.88,100,100,09:28:31.551,2016-10-24,52,09:28:31.551,T,T,T,
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