LMAX abnormal prices during rollover

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Gargoyle
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LMAX abnormal prices during rollover

Postby Gargoyle » 06 May 2016

Hello,

I have seen that since a week, on many forex pairs, LMAX is displaying very alterated prices, during the rollover period, with also more than 100 pips wicks, on live account...

Such abnormal prices remain also after reloading the data in MC....

It happened mainly to CHF pairs but also to some JPY and come CAD...

I've attached some screenshots..

What is your opinion on this issue? What to do ?
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TJ
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Re: LMAX abnormal prices during rollover

Postby TJ » 06 May 2016

Bad ticks.

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Gargoyle
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Re: LMAX abnormal prices during rollover

Postby Gargoyle » 08 May 2016

Bad ticks.

What do you mean with "bad tick"? Why it usually happens?

StratMan
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Re: LMAX abnormal prices during rollover

Postby StratMan » 09 May 2016

It seems that no one is using LMAX with MC...

mickatrade
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Re: LMAX abnormal prices during rollover

Postby mickatrade » 09 May 2016

Hello,
Same trouble, even after reloading data. You should try to plot it with itcharts (from webinterface of LMAX) to see if it comes from bad data of the API.
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AlphaCat
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Re: LMAX abnormal prices during rollover

Postby AlphaCat » 10 May 2016

You could define a session and exclude the 5 minute roll over period from the data.

But one problem with this is that for example 15 minute bars start at 23:05 and not at the full hour/15/30/45 minutes. This is something Multicharts needs to fix since years.

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Re: LMAX abnormal prices during rollover

Postby StratMan » 10 May 2016

Problem is to know if a stop loss will be filled or not due to this spike...

AlphaCat
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Re: LMAX abnormal prices during rollover

Postby AlphaCat » 10 May 2016

If this is in the 5 minute roll-over period then no.

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Gargoyle
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Re: LMAX abnormal prices during rollover

Postby Gargoyle » 10 May 2016

If this is in the 5 minute roll-over period then no.

How do you know? Have you seen a similar case in LMAX in the last days? Thanks.

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Re: LMAX abnormal prices during rollover

Postby AlphaCat » 10 May 2016

Because trading is disabled in those 5 minutes. Try and send an order tonight..

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Gargoyle
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Re: LMAX abnormal prices during rollover

Postby Gargoyle » 10 May 2016

Because trading is disabled in those 5 minutes. Try and send an order tonight..

Sure it is logical... but with a broker marking such "illogical" 80-120 pips spikes on so many instruments for the last 10 days, the logical thinking may not be the most appropriate...


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