Question about low price versus low bid during premarket

[efflux]

Hello!

New to scripting and trading in general so please bear with me.. I've been struggling with an odd phenomena in premarket trading: The low price for a stock for the time frame I am interested in (minutes) occasionally registers as lower than the low-bid price for that same time-frame. Is this just an artifact - or does it represent some kind of specific trading event? Any help much appreciated!

 

[mashume]

Hello!

New to scripting and trading in general so please bear with me.. I've been struggling with an odd phenomena in premarket trading: The low price for a stock for the time frame I am interested in (minutes) occasionally registers as lower than the low-bid price for that same time-frame. Is this just an artifact - or does it represent some kind of specific trading event? Any help much appreciated!

Guessing, but perhaps a bid came in that was filled so quickly that the bid never displayed before being filled (on the order of milliseconds between placement and fill), but the order book recorded a sale at that price (since it was a filled trade).

-mashume