nyse
Differences
This shows you the differences between two versions of the page.
Both sides previous revisionPrevious revisionNext revision | Previous revision | ||
nyse [2022/06/09 11:15] – [Auction Mechanisms] sue | nyse [2024/08/20 09:30] (current) – hammed | ||
---|---|---|---|
Line 21: | Line 21: | ||
* Reserve Limit Buy/ | * Reserve Limit Buy/ | ||
* Stop Limit Buy/ | * Stop Limit Buy/ | ||
- | |||
- | ==== Available ATS ==== | ||
- | |||
- | * ARCX: NYSE Arca | ||
- | * ATD: Automated Trading Desk Dark Pool | ||
- | * BARC: Barclays Capital Dark Pool | ||
- | * BATS: BATS | ||
- | * BIDS: BIDS Dark Pool | ||
- | * BLOC: BLOCK Dark Pool | ||
- | * BOFA: Bank of America Dark Pool | ||
- | * BATY: BATS-Y Exchange | ||
- | * CBSX: CBOE Stock Exchange | ||
- | * CCG: NYSE Common Customer Gateway | ||
- | * CSD: Credit Suisse Crossfinder+ | ||
- | * CUTN: Cuttone | ||
- | * DARK: Consolidated Dark Pool | ||
- | * DBA: Deutsche Bank Dark Pool | ||
- | * EDGA: Direct Edge | ||
- | * EDGX: Direct Edge | ||
- | * FIDE: Fidelity Dark Pool | ||
- | * GETC: Getco Dark Pool | ||
- | * IEX: IEX | ||
- | * KNGM: Knight Capital Group | ||
- | * LEVL: LEVEL ATS | ||
- | * MSCO: Morgan Stanley Dark Book | ||
- | * NQBX: NASDAQ OMX BX | ||
- | * NQPX: NASDAQ OMX PSX | ||
- | * NSDQ: NASDAQ | ||
- | * NSX: National Stock Exchange | ||
- | * NTHK: Instinet Nighthawk Dark Pool | ||
- | * PDQ: PDQ ATS | ||
- | * ROSN: Rosenblatt Securities | ||
- | * SGMX: Sigma X Dark Pool | ||
- | * SPDR: SpeedRoute Dark Pool | ||
- | * UBS: UBS Dark Pool | ||
==== Basic Market Rules ==== | ==== Basic Market Rules ==== | ||
Line 68: | Line 33: | ||
=== Open === | === Open === | ||
- | The pre-opening session runs from 07:30 - 09:30. During this session, orders can be entered and cancelled | + | NYSE book pre-opening session runs from 06:05 - 09:30 During this session, orders can be entered and cancelled. NYSE will not match orders, orders will be queued for the opening auction at 09:30, however other ATS such as NSDQ, ARCA and EDGX will match orders on basic route instruction and order types. At the open (09:30), all matching orders are executed at a single opening match price, with the remaining orders left on the continuous limit order book. |
The closing price is defined by the following closing auction mechanism. | The closing price is defined by the following closing auction mechanism. | ||
Line 97: | Line 62: | ||
* Cutoff for MOC and LOC order entry, modification, | * Cutoff for MOC and LOC order entry, modification, | ||
* Imbalance dissemination begins | * Imbalance dissemination begins | ||
- | * After 3:50 p.m., MOC/LOC orders can be entered only on the contra-side of a MOC/LOC Regulatory Imbalance until 4:00 p.m. | + | * After 3:50 p.m., MOC/LOC orders can be entered only on the contra-side of a MOC/LOC Regulatory Imbalance until 4:00 p.m.( It is specific for NYSE native close auction orders, while floor broker orders have their own rules.) |
**3:55 PM** | **3:55 PM** | ||
Line 114: | Line 79: | ||
===== Financial News/ | ===== Financial News/ | ||
- | * [[ http:// | + | * [[ https:// |
* [[ http:// | * [[ http:// | ||
- | * [[ https:// | + | * [[ https:// |
* [[ http:// | * [[ http:// | ||
* [[ http:// | * [[ http:// |
nyse.1654787749.txt.gz · Last modified: 2022/06/09 11:15 by sue