Looking at time-and-sales data from both esignal and my broker indicate that the price never traded above 99.20
Normally, i'm not one to fuss over 3 ticks... but... STIRs make me fussy.
Looking for some insight from those that have more experience than me. Could this discrepancy be a result of a late-reported (unreported??) block trade or something? An error maybe? thoughts?
I note the from the following link: http://www.euronext.com/editorial/wide/ ... 80-EN.html
Block Trades in specified contracts may be organised during normal trading hours, but subject to Trading Procedure 4.5.19-4.5.21, may be reported up to 15 minutes after the Central Order Book in the relevant Exchange Contract has closed (except on the Last Trading Day when the Block Trade Facility will continue to close at the same time as the Central Order Book in relation to expiring contracts).*