stock777 Posted July 21, 2020 Report Share Posted July 21, 2020 I see you have an imbalance window. Don't see any docs on it or mention. What brokers does this support ? Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted July 21, 2020 Report Share Posted July 21, 2020 oops. Unfortunately not for any broker you can sign up for. If/when any of them do, we will put that in. Quote Link to comment Share on other sites More sharing options...
stock777 Posted July 21, 2020 Author Report Share Posted July 21, 2020 ok, I know IB supplies imbalance info , thought maybe they were one of them Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted July 21, 2020 Report Share Posted July 21, 2020 Do you have to subscribe to the imbalances at IB and if so is there a fee? (And Lord, I hate IB API). Quote Link to comment Share on other sites More sharing options...
stock777 Posted July 22, 2020 Author Report Share Posted July 22, 2020 actually dont even have access to the api with the Free Trade account. theres a small monthly fee for the imbalace info Quote Link to comment Share on other sites More sharing options...
mb4x4 Posted September 21, 2022 Report Share Posted September 21, 2022 On 7/21/2020 at 1:49 AM, Mike Medved said: Do you have to subscribe to the imbalances at IB and if so is there a fee? (And Lord, I hate IB API). Yes, you must subscribe to IB imbalance data for a couple bucks but it is available via API. Any chance you can get it implemented into MT? Having imbalance volume/indicative price would help immensely trading halts, IPOs, etc. https://interactivebrokers.github.io/tws-api/tick_types.html Auction Volume The number of shares that would trade if no new orders were received and the auction were held now. IBApi.EWrapper.tickSize 225 Auction Price The price at which the auction would occur if no new orders were received and the auction were held now- the indicative price for the auction. Typically received after Auction imbalance (tick type 36) IBApi.EWrapper.tickPrice 225 Auction Imbalance The number of unmatched shares for the next auction; returns how many more shares are on one side of the auction than the other. Typically received after Auction Volume (tick type 34) IBApi.EWrapper.tickSize 225 Quote Link to comment Share on other sites More sharing options...
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