on 26.10.15 , nifty opened gap up at 8400 then go high at 8700 on the first 15M Bar, what was that ? please can anyone explain ?
I guess its called Fat finger. Someone would have entered a buy order of nifty futures at 8733 by mistake and within milliseconds some ultra high frequency trading system would have seen the bid , and placed a sell order at 8733 which the exchange matched and trade was done.
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