Today ie on 10 Aug 2017, ICICIbank shows low of 261.55
But this is not visible on any timeframe chart apart from daily chart… How is this possible?
Also this caused huge downfall in Banknifty as seen in daily chart right upto 23822 albeit temporary
How can icici fall 10% from its price and rise up in flash without any notice…
Screenshots attached as taken from kite
Low as shown below chart in kite
Low not registered in hrly timeframe
There are 1000s of ticks in any given second. It is not possible to receive all the ticks, which implies that few ticks could be lost/not captured. Given this, I guess the tick which formed the low of the day has not been captured. Hence you are not able to see that across any time frame.
However, we synch the end of the day data with exchange’s bhav copy, hence the EOD data captures the low. This is the reason why you are able to spot the low of the day EOD chart.
Ok accepted that every tick record isn’t possible but sir if u see d low price of 261.55
That will blow away any and every stoploss in d system… How is that exchange is not able to confine the move for min. Sell price which is 10% below avg trade price as transaction must have got executed for price to b registered.
What nse achieved through mock trading sessions is still a mystery if such weird ghosts keep us haunting… 
By the way, this could be a freak trade.
Sir but this freak trade caused stoploss to hit and took away d valuable capital of many who must have put sl at day’s low prior to this low… Is this such a simple case…?
After seeing the chart of icici bank , i feel that 261.55 tick may be of pre open rate when such rates are usually entered.Dont know how daily candle might have captured it. Even icici bank futures (daily) does not show near rate to spot ( 261.55). As futures trade with prem / discount. Usually stock like icici trade with 2 to 4 premium /discount at start of month.Taking all possible scenarios may be its a pre open tick as there was no sudden crash of indices on 10th aug throughout the day ( like nifty down 500 pts ).
Yes, the flash crash happnd between 2.30pm & 3pm on thursday, which was banknifty weekly options expiry day.
Circuit limits are not applicable fr F&O stocks. Flash crashes are the systematic risk tht one has to bear in mind while dng transaction on stock exchanges. It is as simple as tht.
Thank god tht the flash crash didnot happen in HDFCBANK!!
