3 ms·
It is a clock issue, as observed by others in this thread. I would point to http://news.ycombinator.com/item?id=5146571 http://news.ycombinator.com/item?id=514
by niggler 14y ago
It is a clock issue, as observed by others in this thread.
I would point to http://news.ycombinator.com/item?id=5146571 http://news.ycombinator.com/item?id=5146571 because its clear from nanex's response that he hasn't fully thought through the clocking issues with using CQS data without observing it directly himself.
- apaprocki 14y agoOr, it's not a clock issue: http://live.wsj.com/video/banging-the-beehive-explained/A943CC10-8E9D-45E6-B986-A73352A7CF03.html http://live.wsj.com/video/banging-the-beehive-explained/A943...
- niggler 14y agoHave you looked at the raw data in this particular case? The particular deviation that nanex points to isn't borne out in the exchange raw feeds ...