closing order imbalances

E

elite1974

I recall there used to be a way to see the closing order imbalances, whether there were buy or sell imbalances.

Can someone point me in the right direction?
 
Here is an example after hours of what I see now. You can see TPH MM window with the imbalance of 627 to buy and the same information on the top line.

upload_2023-8-24_16-46-27.png
 
elite1974 said:
I recall there used to be a way to see the closing order imbalances, whether there were buy or sell imbalances.

Can someone point me in the right direction?
More...
About 8-10 years ago, I subscribed to a service that would send a few e-mails during the final hour of regular trading, stating the imbalances, both from their own sources and then from official exchange sources, with I think the final about 3:40 NY time. Ultimately I decided it was not worth the monthly subscription service. I don't know if those stand-alone services are still available.

For past few months, after abandoning CNBC, which I watched daily for 20+ years, I tried free news service on Interactive Broker. They offer combined news feeds from DJ, Bazinga, and several others.

Oddly, at about 3:30, they have a line with order imbalances. Sometimes that is not shown until 3:40. It was a minor help yesterday, as I was already short, but at 3:30 the imbalance was $3.2 billion to sell side. That is relatively huge, re stated imbalances, as I think prior this week it was 100 - 400 Million, either buy or sell.

In most cases, I assume that the advance orders are for show, but in any event, by 5 minutes before the 4 pm close, the effect is usually over. HOWEVER, even when just 300 million, I think it shows the short-term psychology, & in most cases, the movement for say 3:40 - 3:50 reflects that action. I think at 3:50 final imbalances are posted so traders can counter if they choose.
 
Which news feed sends the data?

Q.E.D. said:
About 8-10 years ago, I subscribed to a service that would send a few e-mails during the final hour of regular trading, stating the imbalances, both from their own sources and then from official exchange sources, with I think the final about 3:40 NY time. Ultimately I decided it was not worth the monthly subscription service. I don't know if those stand-alone services are still available.

For past few months, after abandoning CNBC, which I watched daily for 20+ years, I tried free news service on Interactive Broker. They offer combined news feeds from DJ, Bazinga, and several others.

Oddly, at about 3:30, they have a line with order imbalances. Sometimes that is not shown until 3:40. It was a minor help yesterday, as I was already short, but at 3:30 the imbalance was $3.2 billion to sell side. That is relatively huge, re stated imbalances, as I think prior this week it was 100 - 400 Million, either buy or sell.

In most cases, I assume that the advance orders are for show, but in any event, by 5 minutes before the 4 pm close, the effect is usually over. HOWEVER, even when just 300 million, I think it shows the short-term psychology, & in most cases, the movement for say 3:40 - 3:50 reflects that action. I think at 3:50 final imbalances are posted so traders can counter if they choose.
More...
 
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