Robi, et al,
is there a typo in the Appendix A word doc in the time and sales flag section on page 3 at the bottom of the page...
TIMESALESFLAGS on Page 3
tsfTRADEATASK = 1
tsfTRADEATBID = 2
tsfTRADEABOVEASK = 4
tsfTRADEBELOWASK = 8
should not the last one...
tsfTRADEBELOWASK actually read...
tsfTRADEBELOWBID (below BID)
isn't this a typo...
important to know because the next one is tsfTRADEINSIDE (=16) so it only seems logical that 8 would be below the bid not below the ask...
cj
is there a typo in the Appendix A word doc in the time and sales flag section on page 3 at the bottom of the page...
TIMESALESFLAGS on Page 3
tsfTRADEATASK = 1
tsfTRADEATBID = 2
tsfTRADEABOVEASK = 4
tsfTRADEBELOWASK = 8
should not the last one...
tsfTRADEBELOWASK actually read...
tsfTRADEBELOWBID (below BID)
isn't this a typo...
important to know because the next one is tsfTRADEINSIDE (=16) so it only seems logical that 8 would be below the bid not below the ask...
cj
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