New level II format?

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bankerson

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New level II format?

posted on Mar 25, 2011 10:56AM

Below is a partial copy of Moo's posting of time and sales for 3-21-11. Todays level II for EDIG just shows sales by the penny, no tenths of a cent. Check it out. Makes it harder to judge exactly where we are trading IMO. Why the change? This is not just for EDIG either.

Time & Sales

	Price	Size	Exch	Time
	0.089	5342	OBB	15:37:37
	0.089	10000	OBB	15:37:23
	0.089	1000	OBB	15:20:24
	0.09	10000	OBB	15:16:34
	0.09	3883	OBB	14:14:38
w	0.091	23600	OBB	14:14:20
	0.095	22517	OBB	14:14:11
	0.095	8000	OBB	13:44:16
	0.10	5000	OBB	13:42:08
	0.10	2500	OBB	13:42:06
	0.10	2500	OBB	13:41:30
	0.095	19483	OBB	13:25:22
	0.091

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