Recent content by martingale

  1. M

    Can FINRA TRF report off-exchange trading to SIP before 4AM?

    Thanks! This makes sense. I suspected that it was a vendor error all along. It all but certain is. For FINRA trades, this vendor's timestamps start to differ from those of my other feeds, once before 9:30am or after 4pm. The further away from reg hours, the bigger the difference.
  2. M

    Can FINRA TRF report off-exchange trading to SIP before 4AM?

    Thank you. This seems relevant. But I still probably need to call TRF to truly understand this. Appreciate your help and insight.
  3. M

    Can FINRA TRF report off-exchange trading to SIP before 4AM?

    Here is another example, SPY on 2/23. This time, it is the original JSON under UTC time stamp: trades { SPY [ [0] { c [ [0] " ", [1] “T” ], i 79371804230221, p 432, s 150, t “2022-02-23T06:06:39.912Z”, x “D”, z “B” }, [1] { c [ [0] " ", [1] “T”, [2] “I” ], i 79371804167990, p 432, s 3, t...
  4. M

    Can FINRA TRF report off-exchange trading to SIP before 4AM?

    I also considered the possibility that those Finra prints where left over from the previous day (w/ vendor messing things up and reporting on the next day). But that guess was proven false.
  5. M

    Can FINRA TRF report off-exchange trading to SIP before 4AM?

    I already adjusted for the TZ of course. The prints shown are for NY times.
  6. M

    Can FINRA TRF report off-exchange trading to SIP before 4AM?

    I have a data vendor (which does not provide any support) feeding me such SIP trade data for AAPL on 3/1/22: 013416.450|165|1|D|103|@~T~I 014749.102|165|1|D|93|@~T~I 015650.512|165|1|D|104|@~T~I 015840.911|164.7|1|D|99|@~T~I 020441.128|164.7|1|D|108|@~T~I 020616.368|165|5|D|92|@~T~I...
  7. M

    Source of IB Ownership Data

    No problem Thanks for trying.
  8. M

    Source of IB Ownership Data

    I did. As expected, they simply replied that it was already deprecated and no longer supported.
  9. M

    Source of IB Ownership Data

    Does anyone know the source of such data, from such deprecated EClient API call (with reportType='ReportsOwnership')? void reqFundamentalData ( int reqId, Contract contract, string reportType, List< TagValue > fundamentalDataOptions ) It cannot be the Thompson-Reuters Ownership data, as...
  10. M

    Withholding Taxes On Dual-listed Canadian Shares Being Acquired

    When a dual-listed Canadian share is acquired and when the payout is in Canadian dollars, for a US investor, 1) Would she receive US dollars, or Canadian dollars? Is this broker-dependent? 2) If US dollars, does the broker set the exchange rate? 3) Is the cash payout subject to Canadian...
  11. M

    What happens to my shares after a voluntary merger considerations election?

    If tendering is the only way to elect the preferred form of payment (in case the default election sucks), then you may have to tender though.
  12. M

    What happens to my shares after a voluntary merger considerations election?

    Thanks for you reply. Then can a "traditional" (aka "one-step") merger offer target company shareholders an election of the merger consideration form? If so, would such an election still be regarded as a "tender"? https://www.wallstreetprep.com/knowledge/tender-offer-vs-merger/
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