Order imbalance is a temporary circumstance where the "buy" or "sell" orders for a publicly traded security exceed demand or availability.

The Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day.

16 апр. 2024 г. · In trading, an imbalance refers to a situation where buy orders significantly outnumber sell orders, or vice versa, leading to potential shifts ...

The NYSE Order Imbalance feed greatly enhances the transparency of our market and improves the quality of our opening and closing auctions. FTP INFORMATION.

An order imbalance is when one side of the trade (buy or sell) meaningfully outweighs the other side, which can significantly affect the price.

Too many market orders of one kind - to buy or to sell or limit orders to buy up or sell down, without matching orders of the opposite kind.

This paper studies in sequence (1) properties and determinants of marketwide daily order imbalances, (2) the relation between order imbalance and an aggregate.

15 мар. 2023 г. · Imbalance: the volume of better-priced buy (sell) shares that cannot be paired with both at-priced and better-priced sell (buy) shares at the ...

6 апр. 2022 г. · An order imbalance occurs when there are not enough orders on both sides of a stock transaction. In this article, we will review the role of supply and demand ...