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After a group transitions to an Open state, the orders that remain on the book will determine the initial High Bid and Low Ask.

Info

The orders remaining on the book after the opening event are displayed below.

BidAsk

Qty

Price

Price

Qty


1177.325
1177.95

10

1176.8


20

1176.0

As the instrument opens with orders remaining from the pre-open, the following market data is reported:

High Bid = 1176.8  (Tag 269 = N and tag 270 = 1176.8)

Low Ask = 1177.3  (Tag 269 = O and tag 270 = 1177.3)

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