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Market Data General

  • How is the daily opening price and closing price of the US stock market being determined?
  • If the Opening Cross Trade contains a ‘zero’ price/volume, what sets the Open Price
  • Why am I seeing a very high ask (or very low bid) with a very large order, compared to other orders? Is this a marketable order and should these be filtered out?
  • Why doesn’t BRK.A Trade on Nasdaq?
  • When an Operational Halt Message is received - will all the existing orders on the book be cancelled? And will we receive cancels for the existing messages?
  • How are reserve orders handled?

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