Quote from OldTrader:
Gnome:
In order for that to lead to a problem for IB, during that process the ES would have to move in excess of 70 points. Unlikely over the course of a day, let alone over the course of an hour lets say.
OldTrader
Aug 19 2007 Low of the day 1399 (ES7UG) high 1471 !!!!! in a few minutes it zoomed up almost 60 pts..when the Fed made a pre-opening announcement...

