March 14, 2019

Freak trade in NIFTY Futures on 13-MAR?

- see first bar on 13th March
- nifty made a low of 11100
- till 3.15pm, this was not visible on my datafeed
- this is inspite of 2 disconnections forcing me to backfill twice
- logged off markets at 3.15pm and logged in at 5.30
- automatic backfill showed this huge big bar which was missing all day long
- I thought this was a freak trade hence deleted first minute of the day
- today when I start datafeed, the  huge bar comes again.

- this bar did not appear on upstox intraday charts yesterday
- even today, upstox shows yesterday first bar low around 11300 and not 11100

- whom to trust???




And this is the one min data at 9.15am which was not there the whole day



Upstox chart:

No comments:

Post a Comment