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» Regional Quotes, e.g. NYSE only
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| Author | Topic: Regional Quotes, e.g. NYSE only (2 messages, Page 1 of 1) |
 vikana -Interested User- Posts: 9 Joined: Sep 3, 2009 
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Posted: Sep 8, 2009 09:52 AM
Msg. 1 of 2
Is there a way that I can either request e.g. NYSE-only quotes or see where a particular trade took place?
The update messages only have the "Regions" field which simply specifies which exchanges trades can take place, not where the current trade actually took place. For instance: I would like to see or generate NYSE only trades for AA, or BATS only trades for AA, etc. Thanks in advance! |
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DTN_Steve_S -DTN Guru- Posts: 2096 Joined: Nov 21, 2005 
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Posted: Sep 8, 2009 02:16 PM
Msg. 2 of 2
The regular quote feed includes only the Best Bid/Offer across all regions. You can request a Regional watch for the symbol and receive the Best Bid/Offer broken down by each region individually. You will receive updates for all regions so if you are only interested in a single region then you would have to filter out the ones you don't want on your end. For information about requesting regional data, take a look at the System Messsages and Regional Message Format pages of the documentation.
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