MOO/MOC /Trade Imbalance Data question

Hi,

This is my first time post and I am trying to find out a place (for free if possible) to find out the trade/Order imbalance, MOO, and MOD before market open and before market close.

Thanks in advance for all the help.

 

We offer that on the $10 equity bundle with Lightspeed Trader. What broker do you use?
https://www.lightspeed.com/trading-platforms/lightspeed-trader/platform-features/

 

I use TOS and Fidelity. What do you mean by $10 equity bundle? Does that mean $10 extra per month ?

 

That is what our non-pro clients pay for equity quotes. You should speak to your current brokers.

 

Thank you..I just requested a Demo account to try it out and if it fulfills my requirement then I will get a regular account.

 

can you email me your name?

 

I'm interested in the imbalance messages as well, does lightspeed have a way to get this info through an API? You can theoretically do it with IB, but the symbol limits are killer.

 

Not on LS Trader unless Market Data is active to the API-which would subject you to non-display fees.
Realtick-yes. I have a automated client testing that today. Works fine,

How many symbols do you need to stream vs query ?

 

Trading imbalances is all about being reactive, you need to see the imbalance first before you can know that you want to trade it... so you pretty much need to see the whole market. So at least 2K symbols to cover most of the liquidity.

 

Realtick does not allow streaming a large number of symbols for free.