Looking for Info/Threads on Auto Trading&Data Errors

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EqtTrdr

How do you make your Auto system guard against any "fat finger" type trades or bad prints?

I was searching the forums but unable to find anything.

Please let me know your feelings on this issue and if there are any prior threads on this topic!!

Thanks a bunch!
 
Here is a thread on stuck quotes

In general, I've never had a single "fat fingered" quote on any feed.. many times a day though, the best gets deleted and i dont receive the new best quote for another second or so and it creates a spurious outlier somtimes 50 cents fro the best and is immediately fixed.

A simple filter th remove any quotes that jump some threshold above the last is fine for that.

Quote from EqtTrdr:

How do you make your Auto system guard against any "fat finger" type trades or bad prints?

I was searching the forums but unable to find anything.

Please let me know your feelings on this issue and if there are any prior threads on this topic!!

Thanks a bunch!
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