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Subject:
Matching TAQ and OpenBook
Body:
[quote]Posted By Ariel on 07/23/2007 9:35 AM I would not try to match TAQ and OpenBook for a few reasons: 1)OpenBook is refreshed every 1 second so the timestamps will not match 2)OpenBook only shows the limit order book and the quotes in TAQ contain the NYSE Best Quote (Limit Order Book+Crowd Interest+Specialist Interest) [/quote]
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