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Subject:
NYSE closing auction
Body:
[quote]Posted By Verona on 11/17/2008 4:19 PM The L you are referring to is: L = Sold Last (late reporting). For the nyse you should just look at the last print of the day. Therefore, in the samples you sent: 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 - This is the last auction, 456,000 shares at $4.80 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 - This is the last auction, 824,200 shares at $85.15[/quote]
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