On or about October 18th, the NYSE will introduce two new Displayed Liquidity Indicator (DLI) values to represent over 100 round lots (10,000 shares) and over 200 round lots (20,000 shares) displayed.
Original notification of the DLI was issued on March 10, 2010 and at that time values 0-4 were defined. The two new values of 5 and 6 will represent 100-200 round lots (10,000 to 19,999 shares) and equal to or greater than 200 round lots (20,000 shares) respectively.
The attached notification includes values for FIX Tags and the Merged Order Log Output.
NYSE Trading Technology Information Memo – Displayed Liquidity Indicators