Support Board
Date/Time: Mon, 25 Nov 2024 22:20:30 +0000
Post From: Notice: New Market Statistics Data Feed
| [2014-02-20 13:28:11] |
| maxima120 - Posts: 144 |
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I am not specialist in stocks. however i can help you with the insight on how it works. extended hours trades arent regular trades - these are matches by the exchange of the orders placed by the brokers. you should not calculate these because the nature of the tick is that - how the markets move. the extended hours moves doesnt make sense in this because you cannot cancel trades for example. so basically TICK outside normal hours is not the same TICK as the traders perceive it. this also threw off 'usual' calculations traders do with the TICKs. you might want to release this data if you have access to for example NYSE OpenBook which provides info on the extended hours book and matches but as a separate symbol. let it be used by someone who is interested in exotics. meanwhile could you please disable explicitely the calculations outside the public trading hours of the relevant exchanges. after all the sensible strategy to roll out a major upgrade is to replicate what was working 1:1... If you think the new stuff is useful for some users - please discuss it with the parties interested but not on account of those who wants things how they were.. Thank you Date Time Of Last Edit: 2014-02-20 13:28:51
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