151k IN ES @ 37.50

jax88 · Jan 13, 2010

omgwtfbbq, es printed 151k on alot of providers @ 37.50. Mine only reported 21k. Post how much you're data posted at 37.50 today.

AMT4SWA · Jan 13, 2010

Definitely showing the fat finger in several bid/ask data runs today........some one is definitely talking to the CME right now......LOL! :eek:

Stok · Jan 13, 2010

Tons of shorts stopped out. No fat finger trade IMO.

AMT4SWA · Jan 13, 2010

Quote from Stok:

Tons of shorts stopped out. No fat finger trade IMO.

With trade after the event only to the 1138.75's.....ah, no.....

R. Raskolnikov · Jan 13, 2010

Tape doesn't confirm this, in fact, it refutes it

Quote from Stok:

Tons of shorts stopped out. No fat finger trade IMO.

EurostoxxSux · Jan 13, 2010

just spoke with the CME

100,000,000% legit happened and it was 40k lot at 7.25 as well

they spoke with both counterparties of the trade and it was LEGIT

AMT4SWA · Jan 13, 2010

Quote from EurostoxxSux:

just spoke with the CME

100,000,000% legit happened and it was 40k lot at 7.25 as well

they spoke with both counterparties of the trade and it was LEGIT

There we go....a real order of 40k off the 1137's on the day (enough to fill resting sell orders up to the 1138.75's after the order hit).

Thanks for that info!

Kedwards · Jan 13, 2010

at first I thought I was looking at a fairly common SPY print...doublechecked to make sure it was ES

ChkitOut · Jan 13, 2010

Quote from EurostoxxSux:

just spoke with the CME

100,000,000% legit happened and it was 40k lot at 7.25 as well

they spoke with both counterparties of the trade and it was LEGIT

For real? I just figured once again the data feed is jacked up!

R. Raskolnikov · Jan 13, 2010

Well, that explains how all the volume was sucked up in such a tight range considering how much went off.