Hi Sanjay,

A "bad tick" is just some erroneous information or noise that has sent 
through as trading data.


In the data it appears as a spike that is "way off the scale". It just 
looks unreasonable. Sometimes however traders do make mistakes
or stops going off take some prices to a ridculous levels and it 
is can be hard to tell bad ticks from bad trading.


Robert Z




________________________________
From: Sanjay Arora <[email protected]>
To: [email protected]
Cc: [email protected]
Sent: Sunday, 7 June, 2009 12:23:54 AM
Subject: [amibroker] What's a Bad Tick? What issues to look for in data feed?





Hello All

I have come across the term "Bad Tick" a lot. Can someone tell me how a data 
tick can be bad?

What to look for in a data feed? How to compare one feed to another?

Comments, Resources/Links please.
Sanjay.


   


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