Support Board
Date/Time: Sat, 25 Jul 2026 22:09:33 +0000
Question Regarding ImbalanceData Fields in Quote Board and ACSIL
View Count: 191
| [2026-06-08 20:04:22] |
| ramsoft2003 - Posts: 13 |
|
Hello Sierra Chart Support, I am trying to access auction imbalance data (Opening Cross / Closing Cross) through both the Quote Board and ACSIL. Environment: * Sierra Chart - Version 2913 64 bit. * Denali Data Feed * Nasdaq TotalView (NQTV symbols) * Teton Order Routing ACSIL functions being used: ------ s_SCBasicSymbolData Data; sc.GetBasicSymbolData(Symbol, Data, true); auto& Imb = Data.m_ImbalanceData; ------ I am reading the following fields: Imb.DateTimeUTC Imb.MatchingQuantity Imb.NonMatchingQuantity Imb.CurrentReferencePrice Imb.ImbalanceDirection Imb.CrossType ``` According to the ACSIL documentation and SCSymbolData.h, these fields appear to support imbalance data. To verify the data independently, I also created a Quote Board and added the following columns: * ImbalanceDateTime * ImbalanceMatchQty * ImbalanceNoMatchQty * ImbalanceRefPrice * ImbalanceDirection * ImbalanceCrossType I tested both methods and found that all imbalance-related fields remain blank or zero. Questions: 1. With Denali + Nasdaq TotalView, should the imbalance fields in Quote Board populate for symbols such as: * AAPL-NQTV * QQQ-NQTV * SPY-NQTV * JPM-NQTV during the Nasdaq Opening Cross and Closing Cross periods? 2. Should s_SCBasicSymbolData::m_ImbalanceData be populated through sc.GetBasicSymbolData() for those symbols? 3. Is any additional market data entitlement or exchange service required to receive NOII / auction imbalance data? 4. If these fields are not supported through Denali/NQTV, what is the recommended method to access Nasdaq opening and closing auction imbalance information from ACSIL? Thank you for your help. Regards, Ram Kumar |
 quote board.png / V - Attached On 2026-06-08 20:03:52 UTC - Size: 83.33 KB - 63 views |
| [2026-06-10 18:44:00] |
| Sierra_Chart Engineering - Posts: 24304 |
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We are not sure about this. We have to see if that data shows up in the morning only. We do see a timestamp right before the 9:30 AM open for these fields. Although we do see the imbalance Direction and Cross type and they are both the letter O for SPY-NQTV. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-12 23:20:45] |
| ramsoft2003 - Posts: 13 |
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Thanks. FYI - I have been watching this since i created this ticket and i don't see any NOII data both morning and evening in the quote board as well as through the function calls. So am not getting NOII data even though i have valid data subscription with a non professional trading account. |
| [2026-06-16 01:35:13] |
| Sierra_Chart Engineering - Posts: 24304 |
|
We looked into this, and we cannot identify any problem. The imbalance data from NASDAQ TotalView is definitely being processed. Some of the fields are clearly set. For the fields that are zero, we do not know why.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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