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Dynamic Halt level



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On 7/31/2020 at 11:07 AM, Jerry Medved said:

y, I can understand that - have seen a few of those this week. Seems that the rules for that involve having data on S&P 500 though and our indicator stuff works on one symbol only at this time. Will see if anything custom can be done.

It would be useful. The exchange establish those volatility bands (per security, is not associated to the S&P)) as described here https://www.nasdaqtrader.com/content/MarketRegulation/LULD_FAQ.pdf
Sterling Software includes the value (highlighted in red) on the L2, although I don't know if they do the math "on the fly" or if it comes from the market data they receive. 

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