What is the interval timing for updates to Intraday Trade Outline reports?
For every exchange, the first delivery is 9:40 for the reporting period of 9:30-9:39:59. The file will be updated every 10 minutes: 9:50, 10:00, 10:10, etc., until 16:00. For PHOTO and NOTO, the final delivery is at 16:16. For ISE and GEMX, the final delivery is at 16:20. For MRX and BX, the final delivery is at 16:15. The update should be expected within 2 minutes of the end of the reporting period.