Average pre market spread

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

  1. 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

    Hope I'm being clear.


  2. 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.
  3. Ok, never mind I already don't need it anymore
  4. 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?