My hope is to get a sense of general behavior of penny biotech pricing as a result of FDA approvals. By doing this, I am pulling back the price one day prior to the halt, price at the halt, price at the resumption, the high that occurs for the remaining part of that trading day, how many seconds it took to reach the high, price at 1, 5, 10 and 15 minutes after resumption and the price 24 hours later. I’ve done a few manually, but I’d like a much bigger sample size and would like to do this programmatically using Excel and TOS RTD, but need to query the TOS History Tick table by using the ticker symbol and ticker time as the predicates (WHERE clause) and pull the price of that stock at the datetime I feed the query. Great job! I’m currently running a study (will be happy to share results if you’d like) on biotech penny stocks that have a T1 Halt (News Pending) where they get an FDA approval. =RTD(“tos.rtd”,”ASK_SIZE”,Options Code / Ticker) This section will point to some commands. There are several hundred TOS/RTD commands that I can use to create my kick-ass Watch List.
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