PureBytes Links
Trading Reference Links
|
Dennis,
That might be it. I will look at the 4:00 pm tick and see what it is and
compare it to the WSJ number.
Thanks
Don
DTN's last at 4:13 was -275
Dennis Holverstott wrote:
>
> Quote.com and Yahoo are pretty close today... -272 and -271. If the WSJ
> is using the 4pm value, that might explain it. On most of the services,
> TICK continues to change for another 5-10 minutes as the MOC orders get
> reconciled. The final value on quote.com today is time stamped 16:08:56.
> I don't know what they are talking about with the extended hours. The
> NYSE closes at 4pm. Gotta go to an ECN to trade after that.
>
> I do wonder how realtime TICK is though. If it takes them 5-10 minutes
> to process the MOC trades, I wonder if the value for TICK during the day
> is lagging that much.
>
> > The WSJ obtains its NYSE TICK quotes from Reuter's. Typically, I notice
> > a reletively large discrepancy between say the DTN Closing NYSE Tick and
> > the WSJ or Reuter's closing tick.
> >
> > The WSJ says, since exchanges went to trading into later hours, all they
> > are doing is reporting the 4:00 Eastern time stamp of the TICK.
>
> --
> Dennis
|