I don't know much about the bitcoin markets, but do however know a few things about equity markets.
Maybe this is bid stuffing
Maybe this is bid stuffing
that is exactly what it is
bid stuffing is correct.
Topic: mtgox max bid higher than min ask (Read 775 times)
that is exactly what it is
bid stuffing is correct.
I don't know much about the bitcoin markets, but do however know a few things about equity markets.
Maybe this is bid stuffing
Maybe this is bid stuffing
Hi. I'm reposting from the Newbies forum:
caling getDepth.php I stumbled on some data that contains bids that are higher than asks. That can be seen in orderbook data with the following unix timestamps (for getting human readable date use $date -d@[unixtime]:
1325249854
1325249914
1325249975
1325319825
1325441984
1325545019
1325595982
1325597938
1325625735
1325645568
1325660473
1326656827
1328089365
1328089676
1328089737
So does MtGox stream "orders as arrived" without any processing or is this some kind of anomaly? From 6. 2011 till 9. 2012 with about 3min resolution I counted around 300 instances of such anomalies. Any thoughts on what could be going on? Is this common in other exchanges as well?
caling getDepth.php I stumbled on some data that contains bids that are higher than asks. That can be seen in orderbook data with the following unix timestamps (for getting human readable date use $date -d@[unixtime]:
1325249854
1325249914
1325249975
1325319825
1325441984
1325545019
1325595982
1325597938
1325625735
1325645568
1325660473
1326656827
1328089365
1328089676
1328089737
So does MtGox stream "orders as arrived" without any processing or is this some kind of anomaly? From 6. 2011 till 9. 2012 with about 3min resolution I counted around 300 instances of such anomalies. Any thoughts on what could be going on? Is this common in other exchanges as well?
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