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Direct MessagesDate/Time: Thu, 25 Apr 2024 06:27:14 +0000
[User Discussion] - OTC Block Trades, NYSE LIFFE
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| [2013-04-16 08:27:10] |
| 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"? |
| [2013-04-16 15:32:28] |
| 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? |
 image001.png / V - Attached On 2013-04-16 15:32:25 UTC - Size: 13.54 KB - 678 views |
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