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Jobu (guest)
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| 07/05/2007 4:09 PM |
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For multiple trades (CTA) for same symbol with opening sale condition, which one do I pick as the actual opening print?
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Steve Wood (guest)
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| 07/19/2007 11:34 AM |
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You don't get opens for consolidated, so I take the 1st trade I see from any market center for that symbol and use it as the consolidated open.
For the individual participants... per Appendix H of the spec... "In instances of multiple Market Center Opening Trades, the latest trade takes precedence".
Just my 2 cents. |
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