doesn't seem to work for Nasdaq stocks on IB (after the 15:50 cutoff) unless someone has a different experience.
yes, but for NYSE stocks only. As per my earlier post, you need to enter the ticker as DIRECTED NYSE, not SMART.
Can anyone see imbalance data now? I made it working a few days ago, but now it only displays the last trading day's closing imbalance with no update. Then at 3:40pm the imbalance data reset, and only those companies with over 50K imbalance will display the imbalance, but "auction price" and "auction volume" fields are both zero. I called the support and apparently they never saw imbalance themselves so they had no idea. One guy confirmed the same behavior on his TWS as well. Does anyone know what's the problem and is there a way to get around? Thanks in advance!