A alanm Jan 3, 2006 #21 [ARCA's] policy regarding odd lots is not a bug, and is documented in one of their memos if you search for it.
[ARCA's] policy regarding odd lots is not a bug, and is documented in one of their memos if you search for it.
B BankBank Jan 3, 2006 #22 might have been covered, but every once in a while I see odd-lots in the level II for inet. 87 shares, 57 shares, etc.
might have been covered, but every once in a while I see odd-lots in the level II for inet. 87 shares, 57 shares, etc.
J jimrockford Jan 3, 2006 #23 Alanm was right. Effective Monday, April 5, 2004, Archipelago will no longer disseminate the following data in its ArcaBook feed: ⢠Quotes with odd lot share volume. ArcaBook will continue to disseminate quotes with mixed lot share volume. More... http://64.233.161.104/custom?q=cach...teDataAnnouncement.pdf+odd-lot&hl=en&ie=UTF-8
Alanm was right. Effective Monday, April 5, 2004, Archipelago will no longer disseminate the following data in its ArcaBook feed: ⢠Quotes with odd lot share volume. ArcaBook will continue to disseminate quotes with mixed lot share volume. More... http://64.233.161.104/custom?q=cach...teDataAnnouncement.pdf+odd-lot&hl=en&ie=UTF-8
