What exactly is an order imbalance? And who posts them? Don't all the orders go into the NBBO so why should there ever be an imbalance? I guess I really don't understand the allocation method of imbalance. Looking forward to getting your feedback. Thanks for everything guys! good luck today
google still in business, you know.. first link- http://www.investorwords.com/3497/order_imbalance.html another one- http://www.investopedia.com/terms/o/order-imbalance.asp http://www.nasdaqtrader.com/content...adingProducts/crosses/openclosequickguide.pdf