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Ariel
Posts:163
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| 09/12/2006 4:20 PM |
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The NYSE LRP service uses the push-based publishing model. This means that data will be published based on its availability. Once an LRP is available, it will be published to NYSE LRP Subscribers.
At the moment, we are expecting LRPs for each symbol to be published every 30 seconds, when there is a manual trade, or when an LRP price is hit during the course of the trading day. Please note that not all symbols will publish at the same time, so you will not see a spike in message traffic only every 30 seconds. It will be a more linear distribution. |
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James
Posts:1
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| 09/25/2006 4:10 PM |
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A couple of questions:
1. for every stock that are traded for the trading day, will there be LRP msg every 30 seconds even though LRPs have not been changed for those symbols?
2. for those stocks that are not traded or not open yet, will there still be LRP msg every 30 seconds with 0.00 LRPs?
Thanks. |
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Ariel
Posts:163
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| 10/02/2006 11:38 AM |
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James,
LRP's will be calculated for every stock traded in the trading day except for currently 3 securities (BRK.A, BRK.B, and WYE.pr). Once a stock opens, the LRPs will begin to be calculated after the first trade of the day. Prior to that you will see 0.00 LRPs because the stock still has not traded.
Ariel |
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