Questions and answers involving "bad data":
- What caused this huge blip in GameStop stock at 2pm?
- What is a large sudden jump (or dip) and instantaneous recovery in a stock price
- What caused AMZN's price to spike down then up $100 in 60 seconds?
- Why do some stocks drop suddenly in the after-hours?
Why is this such a common occurrence? Surely the exchange knows exactly what price the stock was traded at, and the system is automated from then on, right? How do mistakes get into the data so frequently?