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rz (guest)
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| 07/21/2008 9:14 AM |
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| What's new (if any) is this imbalance feed? Isn't the imbalance info already available in NYSE alerts feed? |
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Bryan
Posts:2
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| 08/26/2008 1:25 PM |
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NYSE Alerts only includes regulatory imbalances. Regulatory (Rule 123c) closing imbalances will also be disseminated over the NYSE Imbalance feed and identified through the use of the “Regulatory Imbalance Indicator” field. NYSE Order Imbalance messages will be distributed at specified time intervals throughout the trading day for all NYSE traded securities. The Imbalance feed will disseminate two different messages: Opening Imbalance message and a Closing Imbalance Message.
Opening Imbalances to be published:
• Every 5 minutes between 8:30am EST and 9:00am EST.
• Every 1 minute between 9:00am EST and 9:20am EST.
• Every 15 second between 9:20am EST and the opening (or 9:35am EST if delayed).
Closing Imbalances to be published:
• Every 15 seconds between 3:40pm EST and 3:50pm EST
• Every 5 seconds between 3:50pm EST and 4:00pm EST
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