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  1. S

    Average Data Stream Tick Latency?

    I've been pulling trade, quote and aggregated level 2 data out of MBTrading for a few months, and notice that the time reported for trade and quote events is somewhere between 9 and 15 seconds after the fact. Is this normal? I realize that some of this will be my own internet connection and...
  2. S

    Trades Above/Below Market

    Bumping to give this one more shot at anyone who knows what might be going on?
  3. S

    Trades Above/Below Market

    I've been following some stocks for a while now, examining stock tick data (out of MBTrading). Every now and then there is a trade that happens WAY outside of the bid/ask spread. For example, watching AAPL or GOOG, which tend to have bigger spreads, I occasionally will see a sell at some 30...
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