Change to handling of LSE data

[ScottJ]

Effective March 26, 2004, we have changed the way we handle certain transactions from the London Stock Exchange in our datafeed. Please see this notice for complete information.

If you have any comments, questions or concerns, please post them here.

Thank you.

[DayTrader]

Great - I have been waiting for this for years!!! BUT,

The fact that you have filtered out all non-automated trades now means that on some stocks the chart does not start until there has been an automatic trade.

So now many charts do not start until, for some two hours, after open. This means by simply looking at a chart it is not possible to see how a stock has performed from open.. Is there are work around for this??


One thing that I would like to see that would also correct this problem, is the ability to plot the Bid and Ask on the chart, may be just by shading the background (like other vendors have done in the UK).

Also, are there any plans to actually allow us to manually filter various types of trades in the time and sales??

[ScottJ]

Hi and thanks for the input.

Ideally, we would have the ability on the desktop to let users decide whether to filter these non-standard trades or not. Since we don't have that mechanism in place, we had to choose how to handle these on the network side. Eventually, the desktop will make these choices but for now, we have to either leave them in or filter them out.

In terms of stocks with late openings, please provide a few specific examples, when you run across them, so we can take a look.

When you say bid/ask data, are you referring to tick charts? I think I've seen the background shading of b/a data before but if you have a sample screenshot, I can pass that along to engineering.

Thanks.