Support Board
Date/Time: Mon, 16 Jun 2025 01:12:39 +0000
Does Nasdaq provide *historical* NOII / Opening & Closing Cross order imbalance data?
View Count: 232
| [2025-05-15 15:58:29] |
| Chad - Posts: 238 |
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Hi SC team, did you see any indication in Nasdaq's feed documentation on historical data for NOII / Opening & Closing Cross order imbalance values? If so, is it accessible in Chart Replay mode via referencing a Quote Board cell, or otherwise?
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| [2025-05-15 17:31:49] |
| Sierra_Chart Engineering - Posts: 19924 |
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No, this is not something that is supported and is quite involved to do.
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 |
| [2025-05-15 18:05:37] |
| Chad - Posts: 238 |
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Okay. FWIW if this is new info & warrants reconsideration of implementing it, I asked Nasdaq's Data Client team about it earlier today - their reply: "this is available in historical daily basis via SFTP which is included in our Nasdaq Historical TotalView-ITCH. To know more about this, kindly go to: https://data.nasdaq.com/market-data-specifications?category=Web+Based+Reports "
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