The CTS Consolidated End of Day Summary messages which are disseminated in three iterations, first at approximately 16:15, second at approximately 18:40 and third at approximately 20:04 provides by security, the Consolidated High, Low, Last, Previous Close Price Date and Volume for CTA eligible securities, Local Issues and Bonds. In cases where no trades qualify to update the Last Price, the Last Price field will provide the security’s Previous Close Price and the Previous Close Price Date field will be populated.
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