Fatt Finga Fries Market Data?

[Aussiejeff]

WTF happened to the ASX data this morning?

After an early spike (Fat Finga?), the data trace has gone into a deep coma.

LOL

 

[jrwarwick]

Yes, what was this? From 4400 to 5010 and back again in 1 minute?

au.finance.yahoo.com/q/bc?s=^AXJO&t=1d

 

[Aussiejeff]

Yes, what was this? From 4400 to 5010 and back again in 1 minute?

au.finance.yahoo.com/q/bc?s=^AXJO&t=1d

Whatever it was, that **F-Z-Z-Z-T-T-T-T-Z-[size=+1]ZAP[/size]** killed the market. Where's all the activity?

 

[jrwarwick]

Maybe it just dwarfs the other activity.

Got any volume info for this period?

 

[Aussiejeff]

Maybe it just dwarfs the other activity.

Got any volume info for this period?

Yup. That's it. Maybe the ASX tried out a 600pt spike to see if their safety shut-off valve works? LOL

I feel much safer now.

No volume info.

Cheers,

aj

 

[ThingyMajiggy]

Maybe it just dwarfs the other activity.

Got any volume info for this period?

Here you go, volume so far today

 

[Wysiwyg]

CFD AUS200 doesn't have the spike. One would be slightly upset if a short was tripped. I wonder how Tech/A fared with his XJO short.

Price currently at 4381

 

[ThingyMajiggy]

CFD AUS200 doesn't have the spike. One would be slightly upset if a short was tripped. I wonder how Tech/A fared with his XJO short.

Price currently at 4381

His short was on SPI futs wasn't it? That hasn't done it either.

 

[Wysiwyg]

His short was on SPI futs wasn't it? That hasn't done it either.

Someone asked that question whether it was the September SPI contract but he hasn't replied.

 

[Sdajii]

Nothing happened in the actual market, it was just a reporting error to ASX

The Australian share market opened flat this morning as expected after a lack of movement from the US on Friday. At lunch the All Ordinaries Index (XAO) was pulled into the red by weakness in all sectors.

There was an unusual glitch in data for the S&P indices today with the All Ordinaries Index (XAO) and S&P/ASX 200 index seemingly rising by over 12pct. Note – this was apparently just a glitch/error in the data sent between the S&P and the ASX and is not an actual rise in the market.

 

[vincent191]

Hmmm....I wonder if that glitch will trigger off any automatic stop losses. Fortunately, I don't have any open shorts on the index so I am just wondering.

 

[Wysiwyg]

His short was on SPI futs wasn't it? That hasn't done it either.

As a matter of interest and something quite vague to me, what is the difference between the ASX/S&P 200(XJO) Index futures and SFE SPI futures contract besides contract size?

 

[ThingyMajiggy]

As a matter of interest and something quite vague to me, what is the difference between the ASX/S&P 200(XJO) Index futures and SFE SPI futures contract besides contract size?

dunno, check here I guess http://www.asx.com.au/products/futures/index_futures/types.htm#sp_asx_200_index_futures

I don't trade anything Australian anymore, so I don't follow/know much about either of them, so I'm not 100% sure.

 

[pixel]

The spike at 10:13AM affected only the Industrials Index XNJ, carrying from there to XJO and All Ords. As far as I could find out - and I scanned the watchlist immediately - no particular stock showed a trade that far off the scale .

After Market Close, somebody in another Forum mentioned that the ASX had already admitted to a data transmission glitch on the line from S&P. As most will be aware, Standard & Poor's "own" the procedures that calculate all indices. Seems their Quality Assurance is of a poor standard