NYSE are going to provide an email service for imbalances in the third quarter. Will probably be a pay service.
This is interesting. The rules have changed (twice) in the last few months regarding "professional" actions in regards to MOC orders.....but we have never heard of any minimum amount to counter the MOC imbalance. We choose to have newer traders use smaller (500 share) lots when implementing MOC strategies....this must be a "in-house' rule...???