Is there an automatic switch from Nasdaq intraday prices to AOCP at the close?
The Amex disseminates the AOCP at 4:15 p.m., which is after the close. Firms that mark to the close are advised to program their systems to automatically pick up the AOCP data at this time or later. The AOCP is disseminated to market data vendors through the UTP Trade Data Feed. During the Pilot phase of this program, firms may wish to obtain the AOCP manually or through the Amex website.
