After seeing some of their posts earlier and comparing it to live data I record at the colocations, I've concluded that they have clock issues which makes these types of anomalies appear frequently. Or they have a bad data vendor.
Interestingly enough, even the regulators don't have good (only millisecond-resolution) trade data.
Interestingly enough, even the regulators don't have good (only millisecond-resolution) trade data.