I used to notice this occasionally with the old API and ignored it. I would have thought that the new API would address it but obviously not.
Occasionally in a saved timeseries I will see a big peak or trough in a chart. Looking at the figures in a spreadsheet I will see very low volume in the order of pennies at a price that could not have been had in the market.
For example the market my be trending around 3 but you will see that 5.2 was matched for 12p. There is no way that the price could have been matched because there are other prices above and below it. For the same reason it can't be someone greening.
Has anoyone else noticed this and knows what the answer is?
Thanks.
Occasionally in a saved timeseries I will see a big peak or trough in a chart. Looking at the figures in a spreadsheet I will see very low volume in the order of pennies at a price that could not have been had in the market.
For example the market my be trending around 3 but you will see that 5.2 was matched for 12p. There is no way that the price could have been matched because there are other prices above and below it. For the same reason it can't be someone greening.
Has anoyone else noticed this and knows what the answer is?
Thanks.


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