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picture1_Quotes Ppt 81823 | Mcinishtradesandquotespresentation


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File: Quotes Ppt 81823 | Mcinishtradesandquotespresentation
totalview itch intraday trades and quotes nasdaq only all securities time stamped to nanosecond unique order id number of shares and price totalview itch can build the limit order book ...

icon picture PPTX Filetype Power Point PPTX | Posted on 09 Sep 2022 | 3 years ago
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                                                    TotalView-ITCH
             Intraday trades and quotes 
             •  Nasdaq only
             •  All securities
             •  Time stamped to nanosecond
             •  Unique order ID
             •  Number of shares and price
                                                         TotalView-ITCH
              Can build the limit order book because ITCH includes:
              •   Unique order ID
              •   Number of shares and price
              •   Message types:
                         B—Add buy order
                         S—Add sell order
                         E—Execute outstanding order in part
                         C—Cancel outstanding order in part
                         F—Execute outstanding order in full
                         D—Delete outstanding order in full
                         X—Bulk volume for the cross event
                         T—Execute non-displayed order
                        Nikkei Economic Electronic Databank System (NEEDS)
            All listings on the Tokyo Stock Exchange (and several minor exchanges)
            Includes:
            •  Trades—price and number of shares
            •  Quotes (bid and ask)—price and number of shares
            •  Various codes:
                •  Special quotes
                •  Continuous or batch trading
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...Totalview itch intraday trades and quotes nasdaq only all securities time stamped to nanosecond unique order id number of shares price can build the limit book because includes message types b add buy s sell e execute outstanding in part c cancel f full d delete x bulk volume for cross event t non displayed nikkei economic electronic databank system needs listings on tokyo stock exchange several minor exchanges bid ask various codes special continuous or batch trading...

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