Hello, I have IB and this month I decided to try out "Deep Book" data, as well as Order Imbalance data for NYSE ARCA, NYSE MKT, and NYSE Order Imbalances. I just can't figure out where I see the imbalance data? Is it in the Quote Panel? I added "Imbalance and Imbalance %" in the Quote Panel but not sure if this is the same thing, because it doesn't display the data like I imagine it would. I called IB and spoke to a rep. Wasn't able to get my question across right or something, because I didn't get an answer. Thank You, CDoubleUU
Never could get the Order Imbalance data either. What would they mean by "order imbalance"? How are orders considered "imbalanced"? What do they look like when they are "balanced"? Never could get any answers from IB either, either from their knowledgebase on their website or any reps.
https://interactivebrokers.github.io/tws-api/tick_types.html look for the "Auction Imbalance" tick type. not sure how it appears in TWS
as your pic shows .... there was no order imbalance for MSFT at that time. Order imbalances are not constant.
It's displayed, but I don't remember where exactly. Try below https://www.interactivebrokers.co.uk/en/software/tws/twsguide_Left.htm#CSHID=usersguidebook/thetradingwindow/auction.htm|StartTopic=usersguidebook/thetradingwindow/auction.htm|SkinName=ibskin Edit: the link doesn't take you there, but if you search it, you will find section on pre-defined scanners: