Kudos to MMs

03/21/2012 09:56:02 OFV = 1402.66 Buy to Close SPX at 1401.48 Spread = 3
03/21/2012 10:00:13 OFV = 1396.43 Sell to Open at 1401.76 Spread = 3
03/21/2012 10:01:24 OFV = 1402.07 Buy to Close SPX at 1401.51 Spread = 3
03/21/2012 10:03:57 OFV = 1395.49 Sell to Open at 1401.17 Spread = 3

These smaller gyrations on the last lines are possible, but they point to potential data problems.
 
Quote from nitro:

03/21/2012 09:56:02 OFV = 1402.66 Buy to Close SPX at 1401.48 Spread = 3
03/21/2012 10:00:13 OFV = 1396.43 Sell to Open at 1401.76 Spread = 3
03/21/2012 10:01:24 OFV = 1402.07 Buy to Close SPX at 1401.51 Spread = 3
03/21/2012 10:03:57 OFV = 1395.49 Sell to Open at 1401.17 Spread = 3

These smaller gyrations on the last lines are possible, but they point to potential data problems.
More...

What about the bigger gyrations that bring the OFV negative or 10E999? I guess those don't concern you.
:D
 
03/21/2012 10:57:01 OFV = 1406.44 Buy to Close at 1403.32 Spread = 3
03/21/2012 11:25:33 OFV = 1409.17 Buy to Open at 1405.99 Spread = 3
03/21/2012 12:49:45 OFV = 1404.10 Sell to Close SPX at 1404.25 Spread = 3
03/21/2012 12:54:02 OFV = 1401.15 Sell to Open at 1404.95 Spread = 3
03/21/2012 13:00:01 OFV = -1075.81 Buy to Close SPX at 1404.86
03/21/2012 14:03:11 OFV = 1408.75 Buy to Open at 1405.74 Spread = 3
03/21/2012 15:00:03 OFV = 1409.23 Sell to Close SPX at 1403.22
 
03/22/2012 08:56:45 OFV = 1397.67 Buy to Open at 1394.57 Spread = 3
03/22/2012 09:07:37 OFV = 1395.61 Sell to Close SPX at 1396.21 Spread = 3
03/22/2012 09:17:13 OFV = 1396.69 Buy to Open at 1393.42 Spread = 3
 
03/22/2012 10:28:57 OFV = 1392.10 Buy to Close SPX at 1391.84 Spread = 3
03/22/2012 10:40:25 OFV = 1396.46 Buy to Open at 1392.29 Spread = 3
 
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