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Tian (guest)
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| 10/02/2008 9:42 AM |
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Recently we've started seeing messages with type of 242 from the imbalance feed. It started to come in around market open. Is this some kind of "open" indicator for each stock?
thanks,
Ye |
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Ariel
Posts:163
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| 10/10/2008 9:18 AM |
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| This message is ONLY sent in the event an imbalance can not be calculated. In effect, the Imbalance Qty equal to zero, Reference price equal to zero and a Paired Qty equal to zero, This message will be disseminated to identify that there is no imbalance information available. This was done to keep msgtype 240 and 241 without incorrect data |
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