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Subject:
NYSE closing auction
Body:
[quote]Posted By n/a on 11/07/2008 3:57 PM Hi, I am trying to identify closing auctions for nyse listed stocks. I know trade with condition code "L" is official nyse closing auction, but in following example: GM 11/06, I see two prints at the closing price: 2008.11.06 GM 16:01:11.063 4.8 96600 0 N 2008.11.06 GM 16:01:19.675 4.8 456000 1 L N What's the significance of each print? What is the total auction volume? Another example: IBM 11/06, also two prints at the closing price, but none of them has code "L" 2008.11.06 IBM 16:01:14.424 85.15 29800 0 N 2008.11.06 IBM 16:01:18.445 85.15 824200 1 N What's the complete logic to get nyse closing auction data? Thanks, Peter[/quote]
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