FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005
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Posted: Mar 2, 2006 12:13 PM
Msg. 1 of 1
Is there any way to tell if a regional quote is valid or not?
Right now, for UCM CF (an OVTI 30 call), the proper bid/ask spread should be .05/.10
However, with a bid time of 12:14PM eastern, AMEX shows 80 @ .80, BOX 36 @ .80. With an ask time of 12:14, AMEX shows an ask of 80 @ .85, ARCA shows 46 @ .85
I'd be happy to sell 116 contracts to BOX and AMEX at .80. :-)
Clearly AMEX, BOX, and ARCA do not have valid bids or asks. How can I filter these out?
Thanks!
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