emi.nasdaq.com open cross report problem

Discussion in 'Trading' started by torel, Jun 4, 2007.

  1. torel


    I used to query the site for first trading prices after market open but since the SingleBook integration they fail to provide correct prices.

    First prices are placed into the column before the last in the opening cross report - they are there, but they are rounded to the nearest integer. The prices are useless in this form.

    Anybody aware of a vendor providing timely and accurate first trade prices (not open cross prices)? It would be nice if I could send a single batched request for 300-500 stocks.