RE: Manipulation16 Sep 2020 12:23
Good example just occurred - trade of 250,000 went through at 20.5001 and shown as a buy because it was just 0.001 above the midpoint. Was in fact a sell. So the 12 o'clock stats will have 250,000 too many on the buy side and 250,000 too few on the sell side ( and that's only 1 misreported trade) .