| Reply To Message: |
| Posted By |
wrastatter@nyse.com on 7/23/2007 9:35:46 AM |
| Subject: |
RE: Matching TAQ and OpenBook |
| Message: |
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)
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