Saturday, November 22, 2014 10:49:41 AM
Some data feed system will show the last trade @ .0002 even if it was an Out-of-Sequence trade that should have been printed way earlier during the day.
Some other data feed system are more accurate, or fair, and will not include an Out-of-Sequence trade just before the bell like that...
Also the last trade A/H was also an Out-of-Sequence trade @ .0002, and those tend to be included as a final daily transaction...
Why? I don't know.
They should be treated like T-trades, imo.
System glitch prolly or malfunction.
About 3 months ago i've seen 100s of Millions Out-of-Sequence trades printing till 7:00 or 8:00 on many many tickers....
System malfunction cause those .0002 should have been printed earlier instead of just before the bell and after the bell...
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