| Reply To Message: |
| Posted By |
bruce@erlichman.com on 3/22/2006 2:03:17 PM |
| Subject: |
RE: Welcome to the OpenBook discussion board! |
| Message: |
I'm currently analyzing/comparing/merging order data from
historical OpenBook files and trade data from historical TAQ files.
There are timing differences between the 2 systems that
produce these data.
Can anyone help in explaining the relative timing between
the two systems?
Thanks.
Bruce Erlichman |
|