Day Trade The World™ is proud to announce that we are adding support for multiple sources in the Imbalance Locator in PPro8 ZenoriaStreet effective Monday, June 5, 2017.
This means that you will be able to see multiple imbalances for the same symbol, which you can differentiate through the Source (SRC) column in your Imbalance Locator window.
Currently, we have two imbalance feeds for US markets:
1. The ARCA feed, which sends auction information for NY, NQ, and AM
2. The primary market imbalance feeds for NY and NQ
Previously, as we could only display one imbalance per symbol, the ARCA imbalance was not shown for NY and NQ symbols going into the close. Starting Tuesday, June 6, 2017, we will be enabling the ARCA imbalance to be sent along with the primary market imbalance for NQ and NY symbols.
New Cuttone Imbalance Feed
In addition, on Monday, June 5, 2017, we will be releasing a new Imbalance Locator source from Cuttone. Cuttone will be sending us the imbalances that they believe are the most interesting for NY symbols, starting at 2:00 PM ET. Their imbalance feed will be updating approximately every 15–30 minutes with new information, and will contain imbalance side and size information.
At this time, no entitlements are needed to receive the imbalance information from Cuttone.
If you have any questions or comments, please submit a mojo.