| Reply To Message: |
| Posted By |
vwalker@nyx.com on 11/17/2008 4:19:02 PM |
| Subject: |
RE: NYSE closing auction |
| Message: |
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 |
|