Stef Posted October 6 Report Share Posted October 6 Does anyone know if during the LULD bands trading halts phase of a US stock, DXFEED currently transmits Indicative Clearing Price and imbalance data? I know for sure that ibkr transmits this important data. By indicative clearing price I mean the theoretical opening price of the auction during the halt, while by imbalance the Total shares that cannot be matched for execution at the end of the same auction Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted October 6 Report Share Posted October 6 we do not currently support imbalance data for halts. Quote Link to comment Share on other sites More sharing options...
Stef Posted October 7 Author Report Share Posted October 7 but Alaric's hammer pro platform with GSM data supports imbalance during market opening and closing auctions; unfortunately not during LULD halt auctions, which is what I'm interested in. I wonder if DXFEED transmits this data during LULD halt. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted October 7 Report Share Posted October 7 we have it with Alaric and it is very custom to them. The plan is to also add support for mid day halt auctions. As for other feeds, not currently supported Quote Link to comment Share on other sites More sharing options...
Stef Posted October 7 Author Report Share Posted October 7 (edited) I would like to know if it is possible, how long will it take to implement? Will it take a long time? For me but I think also for many Alaric traders here, it is very important to have this possibility. thanks Edited October 7 by Stef Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted October 7 Report Share Posted October 7 it is possible, but I cannot give any ETAs. Quote Link to comment Share on other sites More sharing options...
timtrader Posted October 8 Report Share Posted October 8 I see price activity during halts on IQFeed's Level II. Don't know if that's what you're talking about though. Quote Link to comment Share on other sites More sharing options...
Recommended Posts
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.