Late Trade Reporting

Added on by C. Maoxian.

There’s often a flurry of pre-market trades that get reported at 8AM causing a lot of funky bars that look like “bad tick” bars … this is how those trades appear in Bookmap:

2020-03-27_8-31-08 LATE.jpg

This is BKYI on the morning of March 27, 2020.