Anyone know where I can get NYSE alerts, specifically MOC order imbalance information.
Quote from dinn13:
http://www.nysedata.com/alerts - can get it directly from the exchange but of course not a valid option for retail
other than that i know reuters carries is it and bloomberg publishes it as news. other than that i don't think you'll be able to get it and if you can i'd be interested also.
there's also the NOII feed from NASDAQ. http://www.nasdaqtrader.com/trader/data/noii.stm
found some retail places that have it but don't really allow for receiving all of it over an api
Quote from veritas007:
What prop firms offer market on close order imbalance information? Also, can you lookup market on close order imbalance information on bloomberg for specific stocks? For example can I lookup market on close order imbalance imformation on IBM?