Topic: 发现一个现象，在我的IB里， IYR 的ask 价比 bid 价还要低，发现这个现象有几次了，而且持续很长时间 @枫下论坛 The Rolia Forum

发现一个现象，在我的IB里， IYR 的ask 价比 bid 价还要低，发现这个现象有几次了，而且持续很长时间 -fidofido(哈哈); 2007-12-17 (#15527@43)

怎么会这样呢？成交量有差不多7M 啊 -fidofido(哈哈); 2007-12-17 (#15529@43)
以前AAPL 的一个 Call option 也见过这现象，但是用 ask 价去买根本买不到 -fidofido(哈哈); 2007-12-17 (#15530@43)

会不会是ask要一笔成交(All or None)，即如果买量不多于卖量是不可以成交的。 -big-fat-pig(肥猪哼哼); 2007-12-18 (#15585@43)

Not a surprise. It is data error from some market makers. However, it could kill you if you have no idea of this. -wang-lao-wu(钻石王老五); 2007-12-18 {296} (#15588@43)
Last Tuesday, when the market dropped, I took an OIH short position. However, the quote and chart were inconsistent. As a result, I had to cover my short position immediately. As a result, a good short trade had been screwed up. We often meet such unhappy situations, but we hvae to face them.

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