Be aware that all emini Russell volume breakdown studies that use the ask
are completely incorrect starting at 12:26 EST... if you are using DTN data.
The ask got stuck at 506.00 at that time.
I do not know if this same problem is happening on other feeds. Perhaps
others can check and let us know. (DTN data is usually excellent, so not
sure if this is coming from the exchange or from Reuters... as they are the
middle link for DTN.)
Dan Tillemans