unrecorded trade?
How can it be that an automatic trade occurred at below the level of the lowest point of the trade quote in that hour? in other words, a position I held automatically sold at well below the lowest point of the whisker during that hour. Do the whiskers sometimes not extend to the true extremes? It was a very sudden and very short-lived drop, and I smell a rat.
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Walter Crompton:
How can it be that an automatic trade occurred at below the level of the lowest point of the trade quote in that hour? in other words, a position I held automatically sold at well below the lowest point of the whisker during that hour. Do the whiskers sometimes not extend to the true extremes? It was a very sudden and very short-lived drop, and I smell a rat.
How can it be that an automatic trade occurred at below the level of the lowest point of the trade quote in that hour? in other words, a position I held automatically sold at well below the lowest point of the whisker during that hour. Do the whiskers sometimes not extend to the true extremes? It was a very sudden and very short-lived drop, and I smell a rat.
Is it a demo account? I have this behaviour on stop limit orders in demo account of some brokers....
it's called spread. usually happen in night market and rollover time. but a good broker can minimize this issue
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