Support Board
Date/Time: Fri, 29 Nov 2024 03:55:19 +0000
Post From: imbalance messages at open / closing auctions in TotalView
| [2022-07-06 12:45:54] |
| User193408 - Posts: 41 |
|
thank you guys for the version update just to be sure to understand the new fields : ImbalanceMatchQTY field : is it the latest order there or the cumulative imbalance ? i'm pretty sure it's the cumulative but i would prefere a confirmation. Imbalance Direction : is it the Direction of the last order ? or the direction of the cumulated orders reported in the ImbalanceMatchQTY field ? i'm not sure these question are making sense as i lack knowledge on that, but your lights would be welcomed on the here above questions. lasts questions : are the NOII fields also available through the "Sierra Chart Exchange Data Feed + the US Equities exchange" data ? good day and thank you |