I downloaded a month of trade data from the Oslo exchange. When I plot the price of one of the most traded stocks, (STL) I see some high and low blips. If I retrieve them from the database I can see that they are market as Derivatives Trade (DT), and that it's happening at 08:30. Could someone please explain what's going on?
+---------------------+---------+----------+--------+-------+--------+ | time | price | quantity | source | buyer | seller | +---------------------+---------+----------+--------+-------+--------+ | 2015-08-21 08:41:52 | 141.392 | 273000 | DT | NMBR | DDB | | 2015-08-21 08:39:23 | 145 | 10000 | DT | NMBR | SB1M | | 2015-08-21 08:39:15 | 152.5 | 100000 | DT | NMBR | SB1M | | 2015-08-21 08:21:09 | 142.5 | 5000 | DT | NMBR | DNM | | 2015-08-21 08:20:57 | 145 | 5000 | DT | NMBR | DNM | +---------------------+---------+----------+--------+-------+--------+
edit: correction, they are at 08:30, forgot to add timezone to unix epoch time
Submitted September 23, 2015 at 05:32PM by ni9e http://ift.tt/1gP47uN
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