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Some minor enhancements have been made to our TSX data and come into effect tomorrow, July 15, 2008.
1) Index behavior – Pre-market tick – currently, eSignal sends a repeat of the prior day’s close on an index at approx 05:00-05:30 in the morning (exchange time). Most users are using a time template to cut it out, but even with the 24h one, it won't be there from tomorrow.
2) Index behavior – OPEN PRICE – eSignal always present the last price of the prior day as the first tick of the new day. Now, the first tick of the day is indeed the first real update of the day.
3) Additional trade support - The only qualified trades supported by eSignal were the odd lot trades (in T&S they show up as “Non Broad Lot” trades). There will be some other qualified trades in the feed that we didn’t previously support.
4) Bid/Ask pairing – Quote traffic will now be received as a mix of single sided quotes and pairs.
1) Index behavior – Pre-market tick – currently, eSignal sends a repeat of the prior day’s close on an index at approx 05:00-05:30 in the morning (exchange time). Most users are using a time template to cut it out, but even with the 24h one, it won't be there from tomorrow.
2) Index behavior – OPEN PRICE – eSignal always present the last price of the prior day as the first tick of the new day. Now, the first tick of the day is indeed the first real update of the day.
3) Additional trade support - The only qualified trades supported by eSignal were the odd lot trades (in T&S they show up as “Non Broad Lot” trades). There will be some other qualified trades in the feed that we didn’t previously support.
4) Bid/Ask pairing – Quote traffic will now be received as a mix of single sided quotes and pairs.