Hi, For currency options symbol USDINR20FEB71.5PE, there was a spurious wrong tick data at 13:28:46, showing a 300% jump from previous tick price, from 0.2075 to 0.7925. The next tick was again at 0.2075.
This wrong tick data caused the algo to exit positions incorrectly.
No, there is nothing wrong on our side; the streaming system is well tested and has been working fine for years. We've never seen such an error till now.
Pls look into this and let me know if there are any insights.