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shoreco

03/26/04 11:07 AM

#223598 RE: dvdmogul #223590

>> Gross accumulated data which are probably wrong most of the time <<

I've witnessed bogus data on the SPX manymany times...

ie; I've seen as much as 10k in volume showing up in a single strike price, but when I go through the "time and sales" sheet I see it's the same data being counted over and over again...

There will be a 1k transaction and then a 2k transaction and then a none trade rolls by saying "volume only of 3k", but the total volume being calculated for the strike shows 6k!!!

They added the "recounted total volume figure" to the total number...

I've seen this way too many times, especially when I see a lopsided put/call on the SPX of let's say something of more than 4 to 1...

Bogus data...