NYSE Normal Market Hours – Request

[Nick Radge]

I was filled at 58.00 as well.

[RobGiles]

OK great…thanks for the insight Julian

[SaidBitar]

I was filled on 58.0 as well in two systems

[DanielBaeumler]

same issue for me.
I run a MOC system on R1000 and a Swing system on NDX. Occassionally, some of those trades pop up in both systems which I don’t like. Now, I have adjusted my MOC reducing the universe to R1000-NDX. According to AB, performance is expected 3 % points lower with same DD. Nevertheless, I feel more comfortable with this approach.

[ScottMcNab]

Rob Giles wrote:

“Your order is configured to work during regular trading hour only. Our smart routing system does not consider a market to be open until the primary exchange posts their opening indication. When Nasdaq reports their executions to the consolidated tape prior to 09:30 est, each report is flagged as “pre market”. At 09:30:00 any Nasdaq trades that occur are reported to the consolidated tape without the pre market indicator. This causes 3rd party quote reporting (Bloomberg, ILX, Reuters, etc) to see the first of these prints as “opening” prints when, in reality, they are not. “
.

Just doing some housekeeping on a new MOC system that only trades at open ….of the last 20 trades over the last few days only 6 matched Ab opening price…

Overall has been in my favor over that small sample but it has been a bit of a scatter above and below…

[Author]

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