NYSE/NASDAQ/LSE closing auction

Discussion in 'Order Execution' started by Sonyk, Nov 29, 2013.

  1. Sonyk

    Sonyk

    Hi!

    I am interested in NYSE/NASDAQ/LSE closing auction these following questions:

    1) Who do participate in closing auction? MM, specialist, somebody else? What's the role each of them?

    2) What time do closing price publish? Can I find it at the official NYSE/NASDAQ/LSE site?

    3) Where I can take some imbalance statistics?