Understand opening call acution and it's order book

Discussion in 'Order Execution' started by cyber, Jun 19, 2017.

  1. cyber

    cyber

    Hi,

    Opening call auction order book is partially sealed or completely closed in NYSE, NASDAQ and the larger stock exchanges. Understanding what size we can place in the open without moving the market is crucial though... Smaller stocks usually have larger inefficiencies, hence would be great to maximize volume traded there.

    Anyone knows of how to obtain the complete opening call auction order book? Maybe on some more exotic exchanges? Specialists can see the complete depth typically, not sure if anyone would sell it historically... Maybe some providers could sell order flow data which would cover at least a part of the market.

    Any advice welcome!