Recent content by sloth

Hello, Currently the ex-dividend date of PGN is 10/7/09 while the record date is 10/12/09, similarly CHG has ex date as 10/8/09 and record date as 10/13/09. Is there a non-trading day this week? Or is that a mistake or am I missing anything? Thanks!

Can anyone see imbalance data now? I made it working a few days ago, but now it only displays the last trading day's closing imbalance with no update. Then at 3:40pm the imbalance data reset, and only those companies with over 50K imbalance will display the imbalance, but "auction price" and...

Here is what I intend to trade: * I am trading NYSE stocks, for example ZNT LNT etc. * I intend to route my limit order to Nasdaq and have the order be active at 9:30AM. In another word, I want my order to participate the Nasdaq opening cross but not NYSE opening cross, although NYSE is...

tschm71448, can you see NOII info on TWS? Thanks.

Thanks a lot for the confirmation!

So where do you get the imbalance data? Also to clarify, IB does not provide imbalance data from either NYSE or Nasdaq?

Is there any firm where you can submit "Imbalance orders" to Nasdaq? Also does NYSE openbook data includes NYSE Imbalance data? If not what kind of subscription do I need to get NYSE imbalance? And which firm provides such data? --- I know Nasdaq Totalview provides Nasdaq Imbalance. Thanks!

I just opened a just2trade account and I submitted a limit day order and instruct it to be routed to Nasdaq. I submitted during pre-trading hours (9:15am) and the order immediately showed up on the pre-trading hour L1/L2 quotes. I called the broker and they said if I submit a "Day" order...

There have been a few threads here discussing the difference between NYSE opening price vs the consolidated opening price, however so far I can't find any pointer to a resource with historical NYSE opening price for backtest purposes. As far as I get from reading the other posts, you can get...

Thanks again. I assume you are referring to using "IMBALANCE-ONLY OPEN ORDERS". I agree that you may take some of the advantage by using such orders, however what if I want to use some more complicated algorithm, for example, considering the previous close information, and/or other market...