Imballance historical data

Discussion in 'Data Sets and Feeds' started by ronin266, Dec 4, 2008.

  1. anyone have somethin??? at least a month...
  2. bespoke


    like this? symbol, imbalance, bid and ask price at the time the imbalance was released
  3. y, the problem is that my soft dont let me export imbalance data,( im usin hold brothers Analytics). what soft did u used to export that data to excel??
    i used to do it manually, but after some weeks i got seek of that work :(
  4. hey guys, i'm interested in this kind of MOC data...did you buy from NYSE or is it available somewhere else?
  5. most platforms have special feed with this data, it comes out at 15:40, nd then updates at 15:50.However, my software dont allow to export this data, so i only know 2 ways to do this:
    1. Manually copy to excel (anyone have tryed out this one? :D
    2. Takin a screenshoot of the data, nd use OCR (fine reader,etc), then pass the data to excel.
    i see that u refer to it as "MOC", usin the market on close strategy with imbalance stocks?:), nice for prop , but it can kill ur deposit in 30 seconds if trading on your own:D
  6. IB imbalance data is not working, they are always showing a buy imbalance (blue) for everything...hasn't been fixed.

    Also, if it were working, unfortunately the fields aren't included in their excel export function.