I have Deep Book Data and Order Imbalance info, but...

CDoubleUU

CDoubleUU

Hello,

I have IB and this month I decided to try out "Deep Book" data, as well as Order Imbalance data for NYSE ARCA, NYSE MKT, and NYSE Order Imbalances. I just can't figure out where I see the imbalance data? Is it in the Quote Panel? I added "Imbalance and Imbalance %" in the Quote Panel but not sure if this is the same thing, because it doesn't display the data like I imagine it would.
upload_2021-1-4_20-11-15.png


I called IB and spoke to a rep. Wasn't able to get my question across right or something, because I didn't get an answer.

Thank You,

CDoubleUU
 
Never could get the Order Imbalance data either. What would they mean by "order imbalance"? How are orders considered "imbalanced"? What do they look like when they are "balanced"? Never could get any answers from IB either, either from their knowledgebase on their website or any reps.
 
JSOP said:
Never could get the Order Imbalance data either. What would they mean by "order imbalance"? How are orders considered "imbalanced"? What do they look like when they are "balanced"? Never could get any answers from IB either, either from their knowledgebase on their website or any reps.
More...
Google NYSE order imbalance...
 
CDoubleUU said:
Hello,

I have IB and this month I decided to try out "Deep Book" data, as well as Order Imbalance data for NYSE ARCA, NYSE MKT, and NYSE Order Imbalances. I just can't figure out where I see the imbalance data? Is it in the Quote Panel? I added "Imbalance and Imbalance %" in the Quote Panel but not sure if this is the same thing, because it doesn't display the data like I imagine it would.
View attachment 248124

I called IB and spoke to a rep. Wasn't able to get my question across right or something, because I didn't get an answer.

Thank You,

CDoubleUU
More...
as your pic shows .... there was no order imbalance for MSFT at that time.

Order imbalances are not constant.
 
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