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Date/Time: Fri, 29 Nov 2024 03:44:33 +0000



Post From: imbalance messages at open / closing auctions in TotalView

[2022-06-24 04:06:37]
uM8137 - Posts: 183
MARKET_DATA_UPDATE_NASDAQ_NOII_AUCTION_IMBALANCE might be even better, as it is more specific. Specific is better for APIs, for future compatibility; the NYSE will have different fields, if you were to support them in the future.

For GUI presentation, here is what one platform's display looks like. It appears as a very straightforward spreadsheet like table.

https://portal.sterlingtradingtech.com/product-tutorials/sterling-trader-pro/noii-imbalance-monitor
Date Time Of Last Edit: 2022-06-24 04:07:07