Average pre market spread

Discussion in 'Trading' started by TradingNerd, May 18, 2011.

  1. TradingNerd

    TradingNerd

    I am looking for a list of the average pre market spread for all US stocks individualy, based on an 90 day avrage. Whereor how can I get such a list? Could anyone please point me in the right direction?

    The output should be for example:
    IBM 150bsp
    XOM 60bsp
    AAPL 200bsp
    Etc.

    Hope I'm being clear.

    Thanks,

    TN
     
    #1     May 18, 2011
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  2. dwpeters

    dwpeters

    The spread pre-market is very different from the spread at the open which is very different from the spread later in the day. Not sure what value there is in the pre-market spread. IB can chart the spread throughout the day. I don't know where to find a listing of spread data such as you are looking for.
     
    #2     May 18, 2011
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  3. TradingNerd

    TradingNerd

    Ok, never mind I already don't need it anymore
     
    #3     Dec 14, 2011
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  4. Lecarman

    Lecarman

    Sorry I am new to all of this. However I need help to obtain access to NYSE (pre-opening & moc) Imbalances. I cannot afford the $500 monthly charged by the NYSE for this information. Can anyone direct me to a cheaper alternative?
     
    #4     Jan 9, 2012
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