NYSE auction data

Thank you. It seems thath this only concerns the close or am I missing something?
IMO the real open price is more important = NASE or NASDAQ auction price.
I wonder if Bloomberg uses it?
 
Volker Knapp said:
Thank you. It seems thath this only concerns the close or am I missing something?
IMO the real open price is more important = NASE or NASDAQ auction price.
I wonder if Bloomberg uses it?
More...

not sure mate, maybe you can find a better fit on the NYX site... Im pretty sure that information is included on the TAQ data (but that's 3k per month....) I guess the hard part is getting the data in a way that is cost effective :)

for a limited number of stocks, crawling the NYSE's website may do the trick...
http://www.nyse.com/about/listed/lcddata.html?ticker=C
 
mr19 said:
Anyone know where I can get opening/closing auction volume for individual securities on the NYSE? It's freely available from NASDAQ but I believe you have to pay for the NYSE data but for whatever reason I'm struggling to find a link.

TIA.
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I am looking for almost the exact same thing. Except I am specifically looking for opening/closing crosses for specific tick data. Any help would be most appreciated as the data providers we have used in the past have been quite silent in getting back to us on this question.
 
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