d08 Oct 23, 2018 #11 Metamega said: The open is the first trade which could be at any exchange, as an example it could be on BATS exchange. The opening auction happens on the listed exchange. https://www.nasdaqtrader.com/conten...adingProducts/crosses/openclosequickguide.pdf https://www.nasdaqtrader.com/content/ProductsServices/Trading/Crosses/openclose_faqs.pdf https://www.nyse.com/publicdocs/nyse/markets/nyse-arca/NYSE_Arca_Auctions_Brochure.pdf Appears NASDAQ and NYSE charge for imbalance information? Never really looked at it myself. Here’s an example from TSX https://api.tmxmoney.com/mocimbalance/en/TSX/moc.html More... Opening auctions also occur on some non-native exchanges. For example NYSE listings have a NASDAQ auction (with usually, but not always, very low volume).
Metamega said: The open is the first trade which could be at any exchange, as an example it could be on BATS exchange. The opening auction happens on the listed exchange. https://www.nasdaqtrader.com/conten...adingProducts/crosses/openclosequickguide.pdf https://www.nasdaqtrader.com/content/ProductsServices/Trading/Crosses/openclose_faqs.pdf https://www.nyse.com/publicdocs/nyse/markets/nyse-arca/NYSE_Arca_Auctions_Brochure.pdf Appears NASDAQ and NYSE charge for imbalance information? Never really looked at it myself. Here’s an example from TSX https://api.tmxmoney.com/mocimbalance/en/TSX/moc.html More... Opening auctions also occur on some non-native exchanges. For example NYSE listings have a NASDAQ auction (with usually, but not always, very low volume).
