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Dave (guest)
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| 01/14/2007 2:11 PM |
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What does this field refer to? Is it the last trade that was filled using some shares in the book, or the last trade of all trades executed at NYSE?
Thanks.
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Ariel
Posts:170
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| 01/17/2007 3:00 PM |
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| The last Sale field is the last execution price at the time the OpenBook message was sent out. Using this field allows you to contruct the book more accurately. |
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Dave (guest)
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| 01/21/2007 3:35 PM |
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Thank you for your reply.
Is that the last execution for that stock
(i) on all exchanges/ECNs (specialist post, ARCA, regionals, etc.),
(ii) on NYSE only, or
(iii) in which the DOT book participated (i.e. some or all of the shares were executed against a DOT limit order)?
Dave
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Ariel
Posts:170
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| 01/22/2007 4:57 PM |
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| The last sale price is the last execution on the NYSE only, Arca will be added later. It does not include the regional executions. |
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