eol pricing algorithm hi bob comments 1 request enron position successful market order limit order may want limit order well consistent clear would use enron position possible trading desk target position mind set bids offers way try achieve target position target position probably changes continuously stored anywhere without target position nothing compare actual enron position course enron position may still provide insights 2 request bid mid ask prices trade given successful trade may execute later time order especially limit orders would need evolution range bid mid ask time interval time order time execution also failed trades may need evolution range bid mid ask time interval time order time rejection mainly applies limit orders time intervals may significant market orders given speed execution something check original message lee bob sent monday april 23 2001 8 33 kaminski vince shanbhogue vasant barkley tom cc lu zimin huang alex gibner stinson subject eol pricing algorithm draft data request eol data would use study p l patterns george pricing algorithm attached review would like send andy zipper jay webb afternoon bob