BM Study - Ask/Bid Flip during Halt

Market data, Trading, Technical support, Features requests, etc
Posts: 23
Joined: Thu Aug 20, 2020 1:40 pm
Been thanked: 1 time

BM Study - Ask/Bid Flip during Halt

Post by godog » Fri Sep 25, 2020 4:02 am

Last question for the night.
$PECK 9.24.20 First halt at 9.47. At 10.05 stock still halted but something strange happens.  The Bid (green line) is above the Ask (red line).  Prior to 10.05, it was the opposite, which is the normal way it should be.  This flip of the Ask and Bid stay that way though the last halt at 11.43.

Is this flip normal during halts?

BM - Ask-Bid flip.JPG
BM - Ask-Bid flip.JPG (73.9 KiB) Viewed 489 times

Posts: 350
Joined: Mon Jul 09, 2018 11:18 am
Has thanked: 17 times
Been thanked: 65 times

Re: BM Study - Ask/Bid Flip during Halt

Post by AndreyR » Fri Sep 25, 2020 9:18 am

Hi godog,
Yes it is. This may happen if the execution engine stops.

Post Reply