Is there a way to get the stock order information before the market open?

S

sloth

When the market is open, you can see the limit order information through either Nasdaq L2 or NYSE openbook. What about the same information before the market open?

I know Nasdaq/NYSE send imbalance data after they match up the market and the limit orders, but is there a way to see the books even before that?
 
Thanks Bob for the info. However as I understand, Nasdaq sends this info after they match up the orders and set the opening price. What I want to find out is the order information BEFORE Nasdaq sets the opening price, in another word, before 9:28AM, so I can submit an order that is eligible for opening cross.
 
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 information before deciding whether I'd like to participate the opening cross? I believe "openbook" information before Nasdaq/NYSE sets the opening price is very useful but I guess such product is not available.
 
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