Ever heard of Market data microbursts Happen to me, you might have seen them......
Well they burst Up or Down. Had a Stop loss set @$3.00 , A Burst Down happen , Sold me out @ $1.00........Never have set another stop loss.
It Happens....Therefore, if you’re not monitoring, analyzing and reporting peaks with that microsecond level of timestamping precision, you will never see them.
Market data microbursts often occur during times of the greatest stress on financial market data networks.
$EORZ