Earlier today the Time & Sales on the
SPY flashed three orders (just after 2p.m.) that totaled 10-million shares that were well below the market ($111.2854). The condition that this registers reads as "Filtered from Chart" and can mean at least two things as I understand it; bad ticks, resulting from an error in the data feed's algorithm, or a
spread trade being transacted.
Now, I'm assuming this must be an error in the data that's been filtered out, as the volume being filtered is way beyond the total shares registered at the times transacted. However, were did the
SPY find support today? 111.28 of course! So, what gives?
Now, I'm assuming this must be an error in the data that's been filtered out, as the volume being filtered is way beyond the total shares registered at the times transacted. However, were did the SPY find support today? 111.28 of course! So, what gives?
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