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PureBytes Links
Trading Reference Links
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not positive, but I believe it comes from the big sp
cc
--- In realtraders@xxxx, "Mike Higgs" <moongateca@xxxx> wrote:
> Can anyone explain how this settlement price was arrived at?
>
> Time And SalesDateTimePriceSizeExgBATEIndcInfo
>
> 11/30/200116:15:001135.7500001gTrade
> 11/30/200116:15:001136.00000061gBest ask
> 11/30/200116:15:001135.50000048gTrade
> 11/30/200116:15:000.00000048gBest bid
> 11/30/200116:15:001135.25000016gBest bid
> 11/30/200116:15:001136.0000001gTrade
> 11/30/200116:15:000.00000061gBest ask
> 11/30/200116:15:001136.00000060gBest ask
> 11/30/200116:15:001135.25000017gTrade
> 11/30/200116:15:000.00000016gBest bid
> 11/30/200116:15:011135.2500001gTrade
> 11/30/200116:27:281140.0000001cSettlementTrade
> 11/30/200116:27:281140.0000001gSettlementTrade
>
> Regards,
> Mike
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