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February 1st 2009 anomaly?
Aleatoris
 Post subject: February 1st 2009 anomaly? Post rating: 0   New post Posted: Sun 18 Nov, 2012, 04:45 

User rating: 0
Joined: Sat 03 Nov, 2012, 17:05
Posts: 2
Location: CanadaCanada
Good Evening,

I noticed a massive tick spike on February 1st, 2009 while backtesting my strategy. Anyone know if this happened or is just a data error? Looks a little too excessive to be real, but want to check if I should be trying to code for such an event.

Thanks
 
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