Although we don't believe in timing the market or panicking over market movements, we do like to keep an eye on big changes -- just in case they're material to our investing thesis.

What: Shares of coal miner Alpha Natural Resources (NYSE: ANR) are trading up by about 1.3% today, happily chugging along at one-third of average daily trading volume. Except ... some financial info services reported a daily high of $69.60 per share, which is a massive 23.7% spike.

So what: Like I said, only some services show that dramatic jump: Yahoo! Finance, the official NYSE quotes, and Nasdaq services all show Alpha Natural topping out at $57.08 today. Both of my brokerage services agree with Yahoo! and friends, but Google Finance and CNN Money both report that bizarre spike.

Now what: So either some poor soul got a really bad trade through BATS Trading that didn't register on competing services, or else something's amiss with the BATS data feed. Either way, it's a little bizarre -- Google Finance is supposed to get its real-time data directly from the Nasdaq and Yahoo! once signed a real-time data deal with BATS. Maybe things have changed since last time I checked; it's not trivial to find out where each service gets its data from. In any case, this is a reminder to never trade with market orders, just in case you're the next investor caught on the wrong end of a blip like this.

Interested in more info on Alpha Natural Resources? Add it to your watchlist.

Fool contributor Anders Bylund holds no position in any of the companies discussed here. We Fools may not all hold the same opinions, but we all believe that considering a diverse range of insights makes us better investors. The Motley Fool is investors writing for investors.