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Seeing Some Data Way Out Of Line...

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  • Seeing Some Data Way Out Of Line...

    Jay,

    The 65Day Average on 5.1 is way out of hand again
    on some symbols.

    Ex:

    RIMM July 22.5 Call is over 6,000,000 contracts.

    GOOG July 330 Call is over 1,000,000 contracts.



    Thanx,


    'Tail.

  • #2
    Let's take a look at the option quote sheets in 1613:

    There are contract volumes in the thousands but
    no tick volumes for many of those contracts.

    RIMM and AAPL July contracts are a good example.

    When bringing up a new quote sheet, we'll see that
    contract volumes, as much as 7,000 - 10,000, have no ticks.
    And then as we watch the quote sheet, they'll start to fill in,
    which means the data is inaccurate.



    'Tail.

    Comment


    • #3
      The ole standby 5.1 catches up on option volumes before the
      midnight reset which is really cool, but the Vol@ask and
      TickVolumes in options do not. They appear to reamain throttled
      until the cows come home, which means never.

      My palms are sweating again and my brow is shakin' in
      anticipation of having this data in 5.1 again soon before
      the midnight reset and my left leg is quivering incontrolably in
      anticipation of getting all this wonderful data, and even more,
      during market hours in 6.1.



      Thanx,


      'Tail.

      Comment

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