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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Confused about last vs extended last

Author	Topic: Confused about last vs extended last (6 messages, Page 1 of 1)
FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005	Posted: Mar 21, 2006 03:23 PM Msg. 1 of 6 I'm currently watching DIA's last and extended last. The market closed about 15 minutes ago. I've seen "last" range from 112.35 (which is correct) down to 112.28 and back up as trades occur. Simultaneously, extended also has ranged down to 112.28 and up to 112.35. In fact, just now the state changes were: last: 112.35 extended: 112.31 -> last: 112.31 extended: 112.31 -> last: 112.31 extended: 112.34 Why is last changing after the market close? I was under the impression that last was the last trade of the normal trading day and extended last included all trades after hours. Thanks!
DTN_MarketData -DTN's Market Data Experts- Posts: 786 Joined: Jul 15, 2004	Posted: Mar 21, 2006 04:21 PM Msg. 2 of 6 Unfortunately, I just got to your post right now. I will take a look at this tomorrow at the close and see if we can identify any problems.
DTN_MarketData -DTN's Market Data Experts- Posts: 786 Joined: Jul 15, 2004	Posted: Mar 22, 2006 03:10 PM Msg. 3 of 6 As of 16:02 EST, only the ET last field is updating. Usually, around 16:02, all updates should appear in the ET Last and ET change fields. Bid/Aska may continue to update in the regular fields but all trades should be reported as ET or Form T trades.
DTN_MarketData -DTN's Market Data Experts- Posts: 786 Joined: Jul 15, 2004	Posted: Mar 22, 2006 03:15 PM Msg. 4 of 6 Just after I responded I started to see trades come through that were not marked Form T. I have call to AMEX regarding this issue and I'm awaiting word back. I will let you know what they tell me.
DTN_MarketData -DTN's Market Data Experts- Posts: 786 Joined: Jul 15, 2004	Posted: Mar 22, 2006 03:29 PM Msg. 5 of 6 To clarify, AMEX ETF's regular trading hours are until 16:15. DIA will trade up to 16:15 as Regular. Now to compound the problem today, Nasdaq started sending Form T trades through starting at 16:04. According to AMEX this is incorrect. AMEX is contacting Nasdaq to see why they are doing this. I hope this clears up the confusion. If you have any further questions, please let us know.
FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005	Posted: Mar 22, 2006 03:32 PM Msg. 6 of 6 Just count on me to find market interaction bugs. :-) Thanks for looking into it so diligently.