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Alex (guest)
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| 11/06/2006 3:58 PM |
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Could anyone please describe the logic of 'Adjustment' field processing in MarketImbalance and Indication messages? Or point me to a document, which has such a description. NYSE Alerts spec doesn't say anything on this...
Thanks,
Alex |
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Ariel
Posts:163
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| 12/11/2006 4:11 PM |
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| Indication and MarketImbalances messages both contain an adjustment field. If the field contains a value of '1' then the previous imbalance or indication message is to be cancelled. This message will contain the exact values as the previous symbol imbalance or indication. If the Adjustment field contains a '2', then this message values replaces the previous imbalance or indication message. |
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