Recent content by brobiche

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    Level II ECNs cross but can't get filled?

    Is it just my platform or can someone explain why for NYSE stocks' Level IIs show ecns such as NASDAQ/BSE that cross through the market but you cannot get filled on that particular exchange?
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    LRP calculation

    I am not sure how the calculation for LRPs is supposed to occur each day. Is it from the first New York print or the first print from the 9:30am opening time.
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    What are Premarket Indications Guidelines?

    What are the rules and/or where can I find information about premarket indications for stock prices? If the indication changes, how long until it can open? How far away from the previous close requires an indication to be specified? Can the indication be changed to include the previous...
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    How are Imbalances Calculated?

    Could someone manipulate the MOC imbalance by posting a large buy/sell order hoping to push the market in one direction then cancel and take the other side? Is this common?
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    How are Imbalances Calculated?

    Anyone know how the imbalances are determined or where I can find more information about it?
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    NY print outside spread?

    I was not looking at the time of sales, so I am not sure I understand "historic trade" Was it a trade executed on the floor?
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    NY print outside spread?

    When a NY print goes off outside of the NY spread, what kind of order is it and what is the significance?
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