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?
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.
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...
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?