Order Book For Opening/Closing Call Auctions?

Discussion in 'Order Execution' started by ChadZ1, Oct 16, 2024.

  1. ChadZ1

    ChadZ1

    Anyone know who has access to the individual trades placed for the opening or closing call auctions on NYSE and Nasdaq? I've read some things that make it sound like this information may be available (maybe even fairly widely so), but I've never seen it mentioned anywhere. I know there's imbalance data, but that summarized data and I'm talking about data that lets you see individual trades like an order book
     
  2. Robert Morse

    Robert Morse Sponsor

    We have that on Lightspeed Trader. Not a lot to see at 5:41 am et.

    upload_2024-10-16_5-42-4.png
     
  3. ChadZ1

    ChadZ1

    This looks like what I meant by summary/imbalance data. Do you have anything that shows individual trades or price points for the opening or closing auctions like "buy X shares for stock Y at price Z"?
     
  4. Robert Morse

    Robert Morse Sponsor

    That is not how imbalance data works. You only see the net.

     
    HawaiianIceberg and ChadZ1 like this.