It would appear that the NYSE quote filter only works for intra-day data. Is that true?
E.g.
* BA=N with 5 minutes bars shows NYSE trades for BA
* BA=N with Daily bars, still show all trades, not just NYSE. The symbol listed even shows as "BA", so there is no evidence that =N was observed.
I'm using 7.9.1
E.g.
* BA=N with 5 minutes bars shows NYSE trades for BA
* BA=N with Daily bars, still show all trades, not just NYSE. The symbol listed even shows as "BA", so there is no evidence that =N was observed.
I'm using 7.9.1
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