I have a question:

One of the trades Z12s took surprises me:

11.09.2013 16:20 USDCAD Sell 0.11 1.04181

I can't see how the open price was ever reached at the 09/08.11.2013.

The lowest price between 07.11 and 11.11 was ~1.044 .

@jcl: Can you confirm that this is not an error. If this trade was taken with a 'huge' spread then I would like to set a threshold for a maximum spread.