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Strange T&S output

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    Strange T&S output

    In the image attached... Green is AT ask and Yellow is ABOVE Ask....

    The Red arrow points to a trade at Ask (for 2036.50) then the next trade is above ask (for 2036.25)....

    I don't understand why a trade is above ask but at a lower price than the previous one that traded AT ask????

    Why does this happen?

    This T&S snapshot is on 11/26 9:33:44AM using the market replay of a ZenFire feed.

    Thanks for your help!
    Attached Files

    #2
    I would assume that the ask price dropped to a lower price.
    RayNinjaTrader Customer Service

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