Early MOC imbalance data

[Robert Morse]

It was there, just hard to show it all.

 

[p0box4]

Hi all. I just turned on my Lightspeed Trader at about 5:30am est. I see Buy and Sell imbalances feeding into the Order Imbalance window. I will check again this afternoon after 2pm.

View attachment 337282

Is there also a way to monitor the total NYSE imbalance, $ wise?

 

[Robert Morse]

In Realtime, no. Lightspeed Trader does not have a excel link to filter for NYSE and then have a total.

 

[Robert Morse]

Yes, the feed started at 2pm est. I sorted by net buy imbalances. You can sort by any volume.

 

[furtunious]

Yes, the feed started at 2pm est. I sorted by net buy imbalances. You can sort by any volume.
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Is anybody still trading imbalances only?

 

[p0box4]

Is anybody still trading imbalances only?

Peter Tuchman apparently only trades imbalances, I don't know of any others.

I think it can be a great tool if you can see how the imbalance develops throughout the end of the day.

 

[Robert Morse]

I enjoy helping find answers and solutions when asked. I like it best when our service provides it. It is not my place 95% of the time, to determine what data has value. Just because I have no process to profit from it, does not mean others can't. p0box4 asked for this data on a "display" and not feed by API. We offer it. That simple.

Is anybody still trading imbalances only?

 

[Robert Morse]

We had a relationship with him at my old firm. He does not deal with retail traders.

Peter Tuchman apparently only trades imbalances, I don't know of any others.

 

[furtunious]

I enjoy helping find answers and solutions when asked. I like it best when our service provides it. It is not my place 95% of the time, to determine what data has value. Just because I have no process to profit from it, does not mean others can't. p0box4 asked for this data on a "display" and not feed by API. We offer it. That simple.

Once you said that LS have traders (customers) who trades only imbalances. Right?

 

[Robert Morse]

Not that I'm aware of.

Once you said that LS have traders (customers) who trades only imbalances. Right?