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When did you offer at 1.14? At 10:30?

newwurldmn, why x number of days? Won't you be bought in right on the open after you have failed to deliver, per reg SHO rule 204?

If you were the best offer and trades happened between the bid and offer, then trades happened off exchange (e.g. in dark pools). If you tell me the exact times of your orders, I can take a look of the tick data file to confirm the above.

No problem, Quinton. Polygon data has a lot of good things to it --- both exch/finra and SIP timestamps (to nano sec), sequence Id, etc. All these are good stuff.

It should the current market price, rounded up to the nearest dollar.

Hi Quinton, Thanks for getting back. I wish things were that simple. Below, I listed the complete sequence of NBBO ticks from both vendors for SREpA on 12/4/2020, at around 10:04AM. Notice that "missing" quotes improved markets. So this cannot be simply a difference in handling by vendors...

I fully reported everything to Polygon. They said they would look into it. But I never heard back. I can understand. They just pass data along. They do not have another data source to compare against.

Polygon does not omit quotes where bid_exch == ask_exch, if this is what you mean. Examples below (bid_exch == ask_exch == 12), from Polygon data: 786070801|104116.446212000|_|104116.446423808 126.72 126.75 4 2 12 12 1~81 1 787771901|104129.949740544|_|104129.949773056 126.72 126.74 3 1 12 12...

Good project. What is the data source for your short volume data? Numbers seem low. Did you get all the exchanges and dark pools, etc?

I am comparing the historical tick data from ActiveTick and from Polygon. I noticed that ActiveTick has some quotes that are missing from Polygon. Don't know if Polygon was missing quotes, or if ActiveTick was adding fictional ones. Does anyone have another data source to look at, to see if...

Thanks for looking into this. Appreciate your thoughts.

I agree that it is certainly highly risky to have a long exposure to this. But it still does not explain why there seemed to be free warrants available. The rights were indeed over-subscribed (many people did shell out that $1000 for units). Was the company really "giving away the shop"...

https://www.prnewswire.com/news-releases/biolase-inc-announces-commencement-of-rights-offering-subscription-period-301087452.html My understandings: BIOL had a rights offering in July 2000. Before ex-date, BIOL was trading at around $0.5/shr. So one could receive one such right after spending...

Everything you gents mentioned is true. But none could answered this question: At 3:45pm NYC time, why did people leave LOC sell order at a limit price 2-3% less than the prevailing trading price? But not just hit the bid? I know it was a very huge down day and so forth, but the question...

Thanks, Mr. Harmon. I guess I should rephrase to be more precise: SPX index closed on 9/29/08 at 1106.42. This means that people left limit-on-close sell orders on the component stocks at levels collectively led to the SPX being at 1106.42. The puzzling thing is that at 15 minutes before close...

On certain days, the SP500 index close level for the day would fall outside of range of the SP500 index levels published during the day, based on the data I have. Examples: 6/25/04: Daily close = 1134.43. Market never traded that low. (Intra-day at around 1137.) 9/29/08: Daily close =...