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To: Mike Sawyer who wrote (1990)	1/15/1999 7:08:00 PM
From: Carole Olkowski	Read Replies (2) \| Respond to of 2358

Hi Mike, you have correctly identified an old grandfathered way of handling data, that stems back about 10 years... Its commonly referred to as batching... You will see that trades at 12:38 and 13:13 batched into one trade at 13:13 for 7500 shares... What happens is this...because we only have a set limit for bandwidth on receiving data from exchanges, the Last sizes occasionally get tossed in an effort to ensure last prices are always current, or as current as they can be. To compensate for the missing last size in total volume, the trade is batched with the next one, which in turn brings total volume in line. It is strictly for bandwidth preservation. I believe from looking at your t&s that it only occured once today. We realize this is no longer an acceptable way to handle trades and are effecting a correction to our datafeed to be implemented in the near term. FYI as always, Carole NAQ