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Hello, Currently the ex-dividend date of PGN is 10/7/09 while the record date is 10/12/09, similarly CHG has ex date as 10/8/09 and record date as 10/13/09. Is there a non-trading day this week? Or is that a mistake or am I missing anything? Thanks!

Can anyone see imbalance data now? I made it working a few days ago, but now it only displays the last trading day's closing imbalance with no update. Then at 3:40pm the imbalance data reset, and only those companies with over 50K imbalance will display the imbalance, but "auction price" and...

Here is what I intend to trade: * I am trading NYSE stocks, for example ZNT LNT etc. * I intend to route my limit order to Nasdaq and have the order be active at 9:30AM. In another word, I want my order to participate the Nasdaq opening cross but not NYSE opening cross, although NYSE is...

tschm71448, can you see NOII info on TWS? Thanks.

Thanks a lot for the confirmation!

So where do you get the imbalance data? Also to clarify, IB does not provide imbalance data from either NYSE or Nasdaq?

Is there any firm where you can submit "Imbalance orders" to Nasdaq? Also does NYSE openbook data includes NYSE Imbalance data? If not what kind of subscription do I need to get NYSE imbalance? And which firm provides such data? --- I know Nasdaq Totalview provides Nasdaq Imbalance. Thanks!

I just opened a just2trade account and I submitted a limit day order and instruct it to be routed to Nasdaq. I submitted during pre-trading hours (9:15am) and the order immediately showed up on the pre-trading hour L1/L2 quotes. I called the broker and they said if I submit a "Day" order...

There have been a few threads here discussing the difference between NYSE opening price vs the consolidated opening price, however so far I can't find any pointer to a resource with historical NYSE opening price for backtest purposes. As far as I get from reading the other posts, you can get...

Thanks again. I assume you are referring to using "IMBALANCE-ONLY OPEN ORDERS". I agree that you may take some of the advantage by using such orders, however what if I want to use some more complicated algorithm, for example, considering the previous close information, and/or other market...

Thanks Bob for the info. However as I understand, Nasdaq sends this info after they match up the orders and set the opening price. What I want to find out is the order information BEFORE Nasdaq sets the opening price, in another word, before 9:28AM, so I can submit an order that is eligible...

When the market is open, you can see the limit order information through either Nasdaq L2 or NYSE openbook. What about the same information before the market open? I know Nasdaq/NYSE send imbalance data after they match up the market and the limit orders, but is there a way to see the books...

Just noticed, with some price paid, that TDAmeritrade and Just2Trade execute opening orders differently. For TDAmeritrade, MOO or Limit orders submitted before market open are always routed to Nasdaq and you always get Nasdaq opening cross price. For Just2Trade, these types of orders are...

I regularly use "limit on open" sell orders through TDAmeritrade. Today I had 3 orders executed worse than the opening prices according to NYSE/Yahoo. NM: NYSE open 2.4, Nasdaq open 2.34 KNL: NYSE open 5.75, Nasdaq open 5.72 OB: NYSE open 8.67, Nasdaq open 8.42 On the other hand...

If the tape has only the time of the sale and volume, how can I find out the primary exchange of a stock?

I can find the time and the sale in L1/tick data, but I need to find which exchange/ECN the sale comes from in order to know which one executes most of the volume. Thanks. sloth

----------------------------- Hence by watching the tape of a stock ----------------------------- Where can find the tape of a stock? I can't seem to find out the exchange/ECN info from the L1/tick data.

***************** if on NYSE book the bid-ask prices are 20.65 and 20.85, but on INET book the bid-ask prices are 20.55 and 20.95. If I route a buy order of 20.56 to INET, is there any possibility that my order will be filled when a market order is routed to INET (assuming market doesn't...

Thanks a lot for the response. I just read this one: Investing Online for Dummies By Matt Krantz, Kathleen Sindell According to this book, people used to trade against the market makers through exchanges. For example, if on NYSE UTL has bid-ask as 20.65-20.85, those would be market...

I am new to direct access brokers and I am very confused with the fact that I can route my orders to different exchanges and ECNs. So are there any links to resource to explain the differences between those stock exchanges/ECNs or someone can answer my questions? 1. For a limit order...