I have Deep Book Data and Order Imbalance info, but...

Discussion in 'Data Sets and Feeds' started by CDoubleUU, Jan 4, 2021.

  1. 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.
    upload_2021-1-4_20-11-15.png

    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
     
  2. JSOP

    JSOP

    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.
     
  3. MrMuppet

    MrMuppet

    Google NYSE order imbalance...
     
  4. JSOP

    JSOP

    But what does it mean on IB? How it's shown on IB?
     
  5. stochastix

    stochastix

    CDoubleUU likes this.
  6. SunTrader

    SunTrader

    as your pic shows .... there was no order imbalance for MSFT at that time.

    Order imbalances are not constant.
     
    CDoubleUU likes this.
  7. qlai

    qlai

    Last edited: Jan 5, 2021
    CDoubleUU likes this.
  8. So I was able to find a scanner and add Imbalance data to it. Thank you for the answers!
    upload_2021-1-5_16-26-20.png