What is the best/cheapest way to get imbalance information in the morning for NYSE and Nasdaq? Does IB provide the list? Thanks, kps21
The NYSE does not have a pre-opening "imbalance" - but they do have "indications" - Preopen=price indication, MOC= Share imbalance. Not sure about the Naz, waiting for new NYSE hybrid rules to take effect before diving into all that. Don