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SPY errant price ticks after 4PM Eastern

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  • SPY errant price ticks after 4PM Eastern

    I see these almost everyday in Excel with the otherwise really nice QLink data source.

    It seems to run all day, just fine, until the normal trading hours where most indices and stocks trade a 390 minute day, but for SPY, once 4PM hits, there is almost always a series of wild prices that distort ant final bars for SPY.

    Any ideas on why this happens?

    Thanks!

    JB

    P.S. On a positive note, the nice thing about the newer version of QLink is it seems faster and doesn't drop the connection often, if at all.
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