Early MOC imbalance data

Discussion in 'Data Sets and Feeds' started by p0box4, Mar 31, 2024.

  1. renmq034

    renmq034

    you can only get nyse early imb feed from floor broker @https://www.nyse.com/trading-floor-broker-directory. and by nyse rules you must send dquote orders to get it. And brokers can't send data by api so they have their own internal website to display data and you just scan html pages there. currently i am getting it from Rosenblatt.
     
    #21     Nov 20, 2024
    p0box4 likes this.
  2. renmq034

    renmq034

    this definitely is not what p0box4 is looking for
     
    #22     Nov 20, 2024
  3. renmq034

    renmq034

    lots of auction traders trade imb only orders...including me. what's the problem there?
     
    #23     Nov 20, 2024
  4. One of lightspeed representative years ago mentioned that they had traders who traded imbalances only. I was just curious is this strategy alive for trading consistently. Are you trading MOC imbalances only?
     
    #24     Nov 21, 2024