Market On Open/Close Imbalance

R

rida07

Hello all - I've searched the forums for more information on how to get the MOC imbalance data but haven't really found much..

I subscribed to it on IB and I get this screen - the Imbalance amount and auction price and auction volume move around quite a bit pre-market and pre-close.

Can somebody please help me understand what the numbers mean? For example yesterday it was reported there was a 3.2 billion imbalance on the close.

* How does that 3.2 billion relate to the imbalance number I see on the screen?
* Do floor traders on the NYSE have additional information that is not apparent from this screen?
* What is the "auction price"?
 
Here's the screen shot from IB
 

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You are trying to sense a fire from a smoke detector, and you will be brought to madness by false alarms. By the time a true *fire* has hit (e.g., a serious imbalance), it will have been announced by other means for the preceding 2-3 hours.

The last thing someone needs to know during a 3-Alarm Fire, is that it was just announced to be "a 3-Alarm Fire."
 
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