Stream API - unexpected prices?

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  • mthornal
    Junior Member
    • Jun 2012
    • 4

    #1

    Stream API - unexpected prices?

    Hi

    I'm subscribing to the Stream API market change message feed and using an EX_TRADED market data filter. Sometime I see initial prices reported that aren't in the standard tick list e.g. 11.4, 10.93, 10.45, 9.31, 9.12 This seems unexpected. Am I missing something?

    Thanks
    Martin
  • LiamP
    Junior Member
    • Oct 2015
    • 284

    #2
    It’s due to non runners.

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