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Date/Time: Thu, 21 Nov 2024 20:45:33 +0000

[User Discussion] - OTC Block Trades, NYSE LIFFE

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[2013-04-16 08:27:10] #1 [Go To First Post]
T44 - Posts: 363
I refer to the exchange: "Block Trades will be included within existing price reports, albeit with a separate trade type indicator "K.” https://globalderivatives.nyx.com/en/stock-indices/nyse-liffe/block-trade-facility-further-information Does Sierra provide a way to filter out such trades marked "K"?
0x Thank you

[2013-04-16 15:32:28] #2 [Go To First Post]
T44 - Posts: 363
Update, I have received a message from IQ explaining that the suspected bad tick was an implied trade. See attached screenshot for how it is reported on their time and sales facility. Can we have an option in Sierra for the user to select the filtering out of block and implied trades?
0x Thank you
image001.png / V - Attached On 2013-04-16 15:32:25 UTC - Size: 13.54 KB - 705 views

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