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Subject: Relation between OpenBook and TAQ quotes

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Bruce Erlichman
Posts:7

01/22/2007 10:41 AM Quote Reply Alert 
Hi:
Using historical TAQ and OpenBook data, are the NBBO's
in TAQ (for NYSE) the same as taking the best (NYSE) bids/buys
from the Openbook at any given point in time? If not, why not?

Thanks.

Bruce Erlichman
Bruce Erlichman
Posts:7

01/23/2007 10:01 AM Quote Reply Alert 
I have found the answer to my question in the
OpenBook section of this discussion board.
No replies necessary. Thanks.

Bruce
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Forums > Information Products - EOD Products > Trades and Quotes (TAQ) > Relation between OpenBook and TAQ quotes

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