Wide spread or bad tick data?

[brucelevy]

I am testing in market replay and came across this trade.. it is a $50 price gap. However, the system is not supposed to take trades when the spread is great than 1 tick. It is running on level 2 data as well. What could this be?


TF 03-16 January 25 2016 8:00:00PM-8:12:38PM EST

https://gyazo.com/95e4c25c8118676e1e4025561b9eab83

[sledge]

I am testing in market replay and came across this trade.. it is a $50 price gap. However, the system is not supposed to take trades when the spread is great than 1 tick. It is running on level 2 data as well. What could this be?


TF 03-16 January 25 2016 8:00:00PM-8:12:38PM EST
https://gyazo.com/95e4c25c8118676e1e4025561b9eab83

Where is the proof that the bid spread is not greater than 1 tick? DId you print it out?

[sledge]

It might be related to this issue here

http://ninjatrader.com/support/forum/showthread.php?t=75382&highlight=trades+open

[NinjaTrader_PatrickH]

Hello brucelevy,

Thank you for your post.

It appears the data is incorrect. As sledge pointed out we have ran into this before. Thank you for reporting we will investigate this further.