US Equities PreMarket Auctions (4am, 7am)

[JamesJ]

Does anyone know, where i can get indicative auction prices for the 4am and 7am auctions in us equities.
I can't get them with IB (auction price only refers to the opening and closing auction).
Is it a different field?

Sometimes especially the 7am leads to movements off the real market price.

For example today, i was able to sell GRPN pretty good, i didn't even know my order did go into the auction.

BOT 470 GRPN 2.27 USD ARCA 13:03:05 0.75
SLD 400 GRPN 2.39 USD ARCA 13:00:00 0.71

 

[Robert Morse]

There are no auctions at those times. Only at the open/close, 9:30am et and 4pm et.

 

[JamesJ]

There are no auctions at those times. Only at the open/close, 9:30am et and 4pm et.

Ok, thank you, so the 7am spikes are only due to some brokers entering their orders by then?

At 4am premarket opens, so it just matches the entered order in the system then i guess (as in an auction but without auction process before open).

 

[Robert Morse]

Per-market and post-market are all limit orders. If they pair, they pair. I'm not sure what happens at 7am.

 

[Overnight]

...I'm not sure what happens at 7am.

At 7AM they start with some shooters, to take the edge off. That's why they need a 2 hour nap around noontime Eastern.