RE: Price Monitoring Extension17 Dec 2019 21:02
Steve196
The PME RNS's are generated/activated automatically. The last trade at 16:35 is a “UT” uncrossing trade and can generally be ignored.
The Uncrossing Algorithm performs a series of passes within an individual market, matching the best bids and best offers present in the price time sequence. When all crossed volume has been matched, an Uncrossing Trade Price can be determined for the market.