Quote from bombarq:
That is exactly what i see...like prints 60 cents or dollar away from LAST trade. If you have an automatic stop/loss, that print could take you out, if you do not specify that the print was errenous. This does not often that much...but it seems to happen most when it matters like around the open or during volatile periods where probably there is a surge in data. When watching tha data feed..it is easy to distinguish them...but i wonder how a computer program would do it. I was suggested to use a PRICE offset where if a print is X% away from the last print...just filterout. I still think it is a problematic and tricky issue.
