You wouldnt see a trade for my number of shares on the one minute chart because I was in the open auction. You see the total shares in the open auction hit at one price for all shares. Net order imbalance info is provided by Nasdaq for you to see the orders pending within the open auction 2 minutes prior to open. I dont have a feed for that data.
All my trades are not thin, and Ive been successful until a couple times the last month where odd things have happened and I needed to know if Im pushing down the open auction. This is not slippage from my orders clearing through levels the moments after the open.
And yes there are ways to adjust this without abandoning the at open order. I can limit my system to a certain volume and set lower equity amount for lower volume stocks. Adjust the system (Make a second) for higher volume and larger trades for a second block of equity. Its not as profitable but I wont have equity just sitting around.
All my trades are not thin, and Ive been successful until a couple times the last month where odd things have happened and I needed to know if Im pushing down the open auction. This is not slippage from my orders clearing through levels the moments after the open.
And yes there are ways to adjust this without abandoning the at open order. I can limit my system to a certain volume and set lower equity amount for lower volume stocks. Adjust the system (Make a second) for higher volume and larger trades for a second block of equity. Its not as profitable but I wont have equity just sitting around.