Support Board
Date/Time: Fri, 14 Aug 2026 19:58:19 +0000
Post From: NASDAQ TotalView NOII — halt cross (Cross Type H) and DTC availability
| [2026-08-14 15:59:54] |
| User831453 - Posts: 1 |
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I've read thread 74965 and the Quote Board documentation, so I know the imbalance fields exist (MatchingQuantity, NonMatchingQuantity, CurrentReferencePrice, ImbalanceDirection, CrossType), that they're ACSIL-accessible via sc.GetBasicSymbolData(), and that there's no imbalance data for consolidated tape symbols. Just a couple of things I can't determine from the documentation: 1.Does the NOII data actually populate for halt reopenings — Cross Type "H"? The Quote Board documentation defines "H" as "Cross for IPO and halted / paused securities", but thread 74965 only discusses timing around the 9:30 open and 4:00 close. I trade NASDAQ small caps that halt frequently, and the halt reopening is the only case I care about. Does CurrentReferencePrice update during a LULD trading pause, and how frequently? 2.Can the imbalance data be received over DTC? Thread 74965 mentions a DTC message (MarketDataUpdateOrderImbalanceData, 10200), but the DTC Server documentation says NASDAQ and US equities data are not available through it. Is DTC usable for imbalance on US equities, or is ACSIL the only route? Thanks. |