Список проголосовавших за комментарий "Андрей К, Бид (сильно) выше аск и наоборот. На графике вначале все нормально, потом начинаются такие заявки, после 200мс (научите делать спойлеры, чтобы простыня сворачивалась-разворачивалась!):<blockquote>RIH8,F,B,20180115100000200,,127160.00000,311<br/> RIH8,F,B,20180115100000200,,126900.00000,50<br/> RIH8,F,B,20180115100000200,,127160.00000,311<br/> RIH8,F,B,20180115100000200,,126900.00000,50<br/> RIH8,F,B,20180115100000207,,127160.00000,311<br/> RIH8,F,B,20180115100000207,,126900.00000,50<br/> RIH8,F,B,20180115100000207,,127160.00000,311<br/> RIH8,F,B,20180115100000207,,126900.00000,50<br/> RIH8,F,B,20180115100000210,,127160.00000,312<br/> RIH8,F,B,20180115100000210,,126900.00000,50<br/> RIH8,F,B,20180115100000210,,127160.00000,312<br/> RIH8,F,B,20180115100000210,,126900.00000,50<br/> RIH8,F,B,20180115100000237,,127160.00000,312<br/> RIH8,F,B,20180115100000237,,126900.00000,50<br/> RIH8,F,B,20180115100000237,,127160.00000,312<br/> RIH8,F,B,20180115100000237,,126900.00000,50<br/> RIH8,F,B,20180115100000237,,127160.00000,312<br/> RIH8,F,B,20180115100000237,,126900.00000,50<br/> RIH8,F,B,20180115100000237,,127160.00000,312<br/> RIH8,F,B,20180115100000237,,126900.00000,50<br/> RIH8,F,B,20180115100000247,,127160.00000,312<br/> RIH8,F,B,20180115100000247,,126900.00000,50<br/> RIH8,F,B,20180115100000247,,127160.00000,312<br/> RIH8,F,B,20180115100000247,,126900.00000,50<br/> RIH8,F,B,20180115100000247,,127160.00000,312<br/> RIH8,F,B,20180115100000247,,126900.00000,50<br/> RIH8,F,B,20180115100000250,,127160.00000,312<br/> RIH8,F,B,20180115100000250,,126900.00000,50<br/> RIH8,F,B,20180115100000250,,127160.00000,312<br/> RIH8,F,B,20180115100000250,,126900.00000,50<br/> RIH8,F,B,20180115100000250,,127160.00000,312<br/> RIH8,F,B,20180115100000250,,126900.00000,50<br/> RIH8,F,B,20180115100000250,,127160.00000,312<br/> RIH8,F,B,20180115100000250,,126900.00000,50<br/> RIH8,F,B,20180115100000250,,127160.00000,312<br/> RIH8,F,B,20180115100000250,,126900.00000,50<br/> RIH8,F,B,20180115100000250,,127160.00000,312<br/> RIH8,F,B,20180115100000250,,126900.00000,50<br/> RIH8,F,B,20180115100000250,,127160.00000,312<br/> RIH8,F,B,20180115100000250,,126900.00000,50<br/> RIH8,F,B,20180115100000257,,126910.00000,10<br/> RIH8,F,B,20180115100000260,,127080.00000,5<br/> RIH8,F,S,20180115100000270,,127020.00000,5<br/> RIH8,F,B,20180115100000270,1946084669,127080.00000,5<br/> RIH8,F,S,20180115100000270,,127170.00000,53<br/> RIH8,F,B,20180115100000270,,127030.00000,5<br/> RIH8,F,S,20180115100000270,,126980.00000,5<br/> RIH8,F,B,20180115100000270,1946084670,127030.00000,5<br/> RIH8,F,S,20180115100000270,,127170.00000,53<br/> RIH8,F,B,20180115100000270,,126910.00000,10<br/> RIH8,F,B,20180115100000270,,126990.00000,1<br/> RIH8,F,B,20180115100000270,,127000.00000,1<br/> RIH8,F,B,20180115100000273,,131980.00000,15<br/> RIH8,F,S,20180115100000273,1946084679,127170.00000,15<br/> RIH8,F,B,20180115100000273,,127000.00000,1<br/> RIH8,F,S,20180115100000273,,127170.00000,38<br/> RIH8,F,S,20180115100000273,,127020.00000,21<br/> RIH8,F,B,20180115100000273,,127120.00000,1<br/> RIH8,F,S,20180115100000273,1946084695,127020.00000,1<br/> RIH8,F,B,20180115100000273,,127000.00000,1<br/> RIH8,F,S,20180115100000273,,127020.00000,20<br/> RIH8,F,B,20180115100000277,,127020.00000,4<br/> RIH8,F,S,20180115100000277,1946084720,127020.00000,4<br/> RIH8,F,B,20180115100000277,,127000.00000,1<br/> RIH8,F,S,20180115100000277,,127020.00000,16<br/> RIH8,F,B,20180115100000277,,128000.00000,1<br/> RIH8,F,S,20180115100000277,1946084726,127020.00000,1<br/> RIH8,F,B,20180115100000277,,127000.00000,1<br/> RIH8,F,S,20180115100000277,,127020.00000,15<br/> RIH8,F,B,20180115100000277,,127130.00000,1<br/> RIH8,F,S,20180115100000277,1946084727,127020.00000,1<br/> RIH8,F,B,20180115100000277,,127000.00000,1<br/> RIH8,F,S,20180115100000277,,127020.00000,14<br/> RIH8,F,B,20180115100000280,,127180.00000,3<br/> RIH8,F,S,20180115100000280,1946084735,127020.00000,3<br/> RIH8,F,B,20180115100000280,,127000.00000,1<br/> RIH8,F,S,20180115100000280,,127020.00000,11<br/> RIH8,F,B,20180115100000280,,131980.00000,1<br/> RIH8,F,S,20180115100000280,1946084740,127020.00000,1<br/> RIH8,F,B,20180115100000280,,127000.00000,1<br/> RIH8,F,S,20180115100000280,,127020.00000,10<br/> RIH8,F,B,20180115100000280,,131980.00000,3<br/> RIH8,F,S,20180115100000280,1946084741,127020.00000,3<br/> RIH8,F,B,20180115100000280,,127000.00000,1<br/> RIH8,F,S,20180115100000280,,127020.00000,7<br/> RIH8,F,B,20180115100000280,,127120.00000,1<br/> RIH8,F,S,20180115100000280,1946084742,127020.00000,1<br/> RIH8,F,B,20180115100000280,,127000.00000,1<br/> RIH8,F,S,20180115100000280,,127020.00000,6<br/> RIH8,F,B,20180115100000280,,127200.00000,1<br/> RIH8,F,S,20180115100000280,1946084745,127020.00000,1<br/> RIH8,F,B,20180115100000280,,127000.00000,1<br/> RIH8,F,S,20180115100000280,,127020.00000,5<br/> RIH8,F,B,20180115100000280,,126990.00000,2<br/> RIH8,F,B,20180115100000280,,126990.00000,1<br/> RIH8,F,B,20180115100000280,,126910.00000,11<br/> RIH8,F,B,20180115100000280,,126910.00000,10<br/> RIH8,F,S,20180115100000283,,127010.00000,1<br/> RIH8,F,S,20180115100000283,,127010.00000,2<br/> RIH8,F,S,20180115100000283,,127010.00000,3<br/> RIH8,F,S,20180115100000283,,127000.00000,1<br/> RIH8,F,S,20180115100000287,,126900.00000,20<br/> RIH8,F,B,20180115100000287,1946084752,126910.00000,10<br/> RIH8,F,S,20180115100000287,,126900.00000,10<br/> RIH8,F,B,20180115100000287,,126900.00000,51<br/> RIH8,F,B,20180115100000287,1946084753,126900.00000,5<br/> RIH8,F,S,20180115100000287,,126900.00000,5<br/> RIH8,F,B,20180115100000287,,126900.00000,46<br/> RIH8,F,B,20180115100000287,1946084754,126900.00000,5<br/> RIH8,F,S,20180115100000287,,127000.00000,1<br/> RIH8,F,B,20180115100000287,,126900.00000,41<br/> RIH8,F,B,20180115100000287,,126920.00000,3<br/> RIH8,F,B,20180115100000287,,126920.00000,10<br/> RIH8,F,B,20180115100000287,,126920.00000,7<br/> RIH8,F,B,20180115100000287,,126920.00000,29<br/> RIH8,F,B,20180115100000287,,126920.00000,22<br/> RIH8,F,B,20180115100000287,,126920.00000,30<br/> RIH8,F,B,20180115100000310,,127010.00000,66<br/> RIH8,F,S,20180115100000310,1946084787,127000.00000,1<br/> RIH8,F,B,20180115100000310,,127010.00000,65<br/> RIH8,F,S,20180115100000310,,127010.00000,3</blockquote>Вот конкретный пример:<blockquote>RIH8,F,S,20180115100000277,,127020.00000,16<br/> RIH8,F,B,20180115100000277,,128000.00000,1<br/> RIH8,F,S,20180115100000277,1946084726,127020.00000,1</blockquote>аск ниже бид. Вроде как тут бид сразу же за счет аска удовлетворился, но тип сделки почему-то шорт, хотя логичнее было бы лонг, т.к. «маркет» заявка была удовлетворена за счет асков…"