| Reply To Message: |
| Posted By |
n/a on 5/16/2007 4:49:35 PM |
| Subject: |
RE: ProTrac Real-Time Datafeed Discussion |
| Message: |
I have some questions regarding the ProTrac/ReTrac data from the NYSE I was hoping you would be able to answer:
For a given stock, date and LinkID, there can be
1. a single ProTrac message and no ReTrac message (e.g. IBM, 20070514, LinkID 8724)
2. a single ReTrac message and no ProTrac message (e.g. IBM, 20070514, LinkID 8742)
3. two messages of the same type (ProTrac or ReTrac) (e.g. IBM, 20070514, LinkID 8702 - two ProTrac messages)
4. one ProTrac message and one ReTrac message (e.g. IBM, 20070514, LinkID 8769)
5. more than two messages (e.g. IBM, 20070514, LinkID 8764)
I am wondering exactly what is the meaning of the data in each of these cases.
For example, does case 1 imply one side of the trade is Program but the other is Unknown, i.e. (buyer is Program and seller is Unknown) or (buyer is Unknown and seller is Program)........ or does it imply both sides are Program?
Does case 3 imply both sides of the trade are of the same type (i.e. both Retail or both Program)?
Does case 4 imply one side of the trade is Program and the other is Retail?
What does case 5 signify?
Thanks,
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