Technicals
- What is your definition of Moneyness Code?
- Are there sample files available for this data?
- What are the available table codes for Trade Outline?
- If NASDAQ routes an order away to another exchange, is this order included in Trade Outline?
- What is the difference between Standard and Non-Standard expiries reflected in series type field?
- What is the unit of volume for all Trade Outline volume fields?
- How are trades in PHOTO/NOTO sorted into volume buckets?
- Do the ISE and GEMX Trade Outline files include Market Makers?
- How are Total Industry Volume and Open Interest fields calculated?
- For securities that have had no trades on the reporting exchange for a given day what is produced within the file?
- What Trade Outline tables are available?
- What are the various trade types identified in Trade Outline?
- Why do Market Makers not specify Opening/Closing as columns in PHOTO/NOTO/MRX/BX Trade Outline?
- What schema differences exist between Trade Outline feeds?
- How are trades in MRX/BX Trade Outline aggregated into a volume bucket?
- How are trades in ISE/GEMX aggregated into a volume bucket?
- Can volume decrease between updates in a session?