Imbalance can only be shown once multiple quotations are in.... imbalance is just a derivation from submitted quotes. So the source data is the quotes themselves, which aren't that many.... On other platforms I've watched a few IPOs that I've been in come to market and it's prone to manipulation from what I can see. I've heard a few podcasts of market makers involved in IPOs where there is a short position built into that IPO which needs to be cleared over time. Maybe there's an edge to be found here....