Support Board
Date/Time: Fri, 29 Nov 2024 03:37:41 +0000
Post From: imbalance messages at open / closing auctions in TotalView
| [2022-06-21 00:09:59] |
| uM8137 - Posts: 183 |
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"The Net Order Imbalance Indicator (NOII) information is available via the Nasdaq TotalView® data feed, the Nasdaq DataStore at data.Nasdaq.com, the Nasdaq Workstation® and select market data distributors and service bureaus." -- https://www.nasdaqtrader.com/content/productsservices/trading/crosses/openclose_faqs.pdf Hi SierraChart. TotalView has opening and closing auction messages, showing imbalances in the market-on-open and market-on-close interest for stocks on Nasdaq. Could SierraChart make these messages available to us? It is of interest since a large percentage of the daily volume will trade at these times. Thank you. |