Thanks for your answers on my NYSE Open Book thread. Please allow me a few more questions: 1) Which data vendor carries the opening indication data? I know Reuters does, but my broker, who used the Reuters data, recently switched to Esignal for their market data. I was a client of Esignal before that already, they do not offer any NYSE opening indications. Reuters on the other hand is too expensive. By the way: I do not mean the opening indications of stocks that are way off the closing price and are also broadcasted by DJ News etc. Every stock on the NYSE has an opening indication; this is the data I am looking for. 2) You guys say that the NYSE Open Book is delayed. By how much, is that possible to tell? 3) Why does it sometimes happen that e.g. NYSE shows an offer of 10k shares, I put in an order to buy 5k, seconds later the print is 10k and I have not bought one share? This is especially the case when the market goes the way I would expect it to go. Thanks for your promt answers. This is a real good forum.