Support Board
Date/Time: Fri, 29 Nov 2024 03:48:02 +0000
Post From: imbalance messages at open / closing auctions in TotalView
[2023-02-24 21:32:43] |
$tack - Posts: 87 |
If I want to see the total net value/bias of all the NSDQ imbalances as a sum, what is the best way to do this? Essentially I want to filter on any symbol that has ImbalanceNoMatchQty > 0. And then sum the last * ImbalanceNoMatchQty for the diff between buys and sells. I assume this can be done in a spreadsheet but then I think I would have to paste in all NSDQ symbols which would be thousands of symbols and possibly very taxing on the system to do. Are there symbol limits? Would there be a lower impact way to achieve this, perhaps say programatically through ACSIL? Also does subscribing to the SC data feed get the same data for NYSE/AMEX stocks? Thanks |