MOC access

Discussion in 'Trading' started by mcelitetrader, Mar 22, 2006.

  1. mcelitetrader

    mcelitetrader ET Sponsor

    Im looking to find the MOC information on stocks on the NYSE....

    Does the exchange give this information and if they do I have searched the site and am unable to track any information down.

    I would be very thankful to anyone with a link or anyone that can help with finding this information.

    Thanks in advance
  2. mcelitetrader

    mcelitetrader ET Sponsor

    Love it....thanks for all the overwhelmed...

    Cmon....65 people look at this post and nobody has even the slightest idea or comment....

    Lets get this to the top of the charts and see if anyone wants a crack at it...

    Thanks again for any help
  3. Perhaps most are like me and aren't quite sure what you're asking?
  4. chud


    I'd like to find out how to get the information also. I'd also like to know how/if people use the MOC imbalance information.
  5. I have no idea where you can get access to historical MOC published imbalances for NYSE. To the best of my knowledge, I don't think it is available.
  6. First of all, you asked a legitimate question, a mistake.

    Second of all, you have to find someone who knows, and isn't afraid to share the info. No so easy.

    Third, I believe that info is distributed by DJ News with a certain level of service.
  7. mcelitetrader

    mcelitetrader ET Sponsor

    haha...sounds about right....

    MOC....I used to be able to get this info for the TSX directly through their website...

    The NYSE seems to be another egg altogether....
  8. Dustin


    What you need is a good broker that will provide it free. I know Assent and I think Bright do this. Assent (Hammer) actually gives you a screener that can filter/sort the data which is pretty cool.
  9. Incredible:

    How the hell do any of you make a living? Sorry, now I remember, you don't.

    Okay then, here it is,


    You can get the following reports via FIX or email

    1. Pre-Open Trading Activity
    2. NYSE Arca Morning Update
    3. Electronic Liquidity Alert
    4. OTC Market Share Alert
    5. ETF Market Update
    6. Nightly Market Share
    7. NYSE Arca Alert (includes imbalances)

    Good luck
  10. The only way to get historical NYSE MOC imbalance data is to archive it yourself. The Dow Jones news feeds only store them for a couple days at most and also they are in a hard to use text format. But the dow jones and all the trading platforms that have MOC data get it directly from the NYSE in a very easy to use fix format. The data feed is free and it is called the MDX data feed. Of course your connection to SIAC's safety network (NYSE) is not free (cheapest through a trading extranet like TNS, radians, etc). Unfortunately, if you want to store and test that data you need to archive it yourself and have a connection to the NYSE. FYI - It's not worth your effort, been there, done that, got the t-shirt, etc. MOC effect was very strong and forming trading strategies around the closing was profitable until maybe 4 or 5 years or so back when everybody discovered the MDX feed. I imagine that it will soon be available as a super secret trading system from someone trying to make a quick buck or run a seminar.
    #10     Mar 28, 2006