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If the trades are being cancelled, are they going to correct the chart data? Right now it looks very misleading on the daily[0], weekly, monthly, quarterly, yea
by herpderperator 4y ago
If the trades are being cancelled, are they going to correct the chart data? Right now it looks very misleading on the daily[0], weekly, monthly, quarterly, yearly etc for large caps that trade quite steadily otherwise. I do understand that this would be a challenging effort as that data already flowed to and was stored by all the broker-dealers, but I think it should be done.
[0] https://www.dropbox.com/s/6jdmgkdyei9xqz0/mcd.png?dl=0 https://www.dropbox.com/s/6jdmgkdyei9xqz0/mcd.png?dl=0
- evanpw 4y agoThe same feed that publishes trades also publishes trade busts, so it's up to whoever's consuming it downstream to take care of.
- anonu 4y agoTechnically yes, historical market data feed needs to be cleaned up. Which will be a nightmare for every single person who maintains one... Which is also why exchanges are very reluctant to mass cancel trades. The knock on effect goes beyond just market data feeds