SPI pre-open auction

elbee said:

Anyone aware of a change in the pre-open auction procedure on the SPI 200 futures contract?

The pre-open auction settlement previously occurred at 9:49:30 but this has disappeared from my IB data feed from the beginning of last week.

I have not been able to find any info on the ASX website and don't know if this is a change by the exchange or IB.

Click to expand...

elbee said:

This change is apparently a result of the new NTP trading platform the ASX implemented from 20 March.

Click to expand...

cactoose said:

This thread was last used a couple of years ago, but does anyone have access to the SPI 200 pre-open data now?

I'm with CQG data and trade routing and I don't see anything in my DOM until 9:50am on the dot. Does anyone else have access to them prior to the opening bell at 9:50am? or is it not provided by the ASX to any broker/data feed?

If it is available, does anyone know where I could get free access to just the pre-open bid/offer prices? It don't need depth, I just want to know where it's likely to open. It's not worth paying for another data feed just for that alone, but it would be really handy to have.

Click to expand...