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imbalance_locator_tool [2019/09/04 09:47] – created mayaimbalance_locator_tool [2024/12/05 10:40] (current) – [Imbalance Locator columns] hammed
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 ===== PPro8 Imbalance Locator ===== ===== PPro8 Imbalance Locator =====
  
-Use the __[[ppro8_trading_platform_manuals|PPro8]]__ Imbalance Locator to see imbalance shares during a market’s opening and closing auctions.+Use the PPro8 Imbalance Locator to see imbalance shares during a market’s opening and closing auctions.  
 + 
 +**Note**: Please note that this tool is available in TMS **only for** TSX and TSX-Venture Closing Imbalance.
  
 ====Open the Imbalance Locator==== ====Open the Imbalance Locator====
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 1. On the PPro8 toolbar, click **ImbalanceLocator**. 1. On the PPro8 toolbar, click **ImbalanceLocator**.
  
-{{ :il_001.png?nolink |}}+{{ :imb_001.png?nolink  |}}
  
 2. The **Imbalance Locator** appears. 2. The **Imbalance Locator** appears.
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   * **Continuous Price:** the price for continuous trading   * **Continuous Price:** the price for continuous trading
   * **Continuous Price * Size:** the price for continuous trading multiplied by share size   * **Continuous Price * Size:** the price for continuous trading multiplied by share size
 +  * **Far Indicative Closing Price:** The calculated closing price that will maximize the number of shares matched based on closing interest only (MOC, LOC). This calculation excludes continuous market orders
 +  * **Market Order Side:** Side (buy or sell) of the Market Order Imbalance Volume
 +  * **Market Order Volume:** Indicates the share Imbalance when considering MOC orders only. Note this will not change from Freeze period as MOC orders are not allowed after this time
   * **Market Time:** the time at the market   * **Market Time:** the time at the market
-  * **Pair Volume:** the number of shares already executed during the auction+  * **Near Indicative Closing Price:** The calculated closing price that will maximize the number of shares matched based on on-close orders (MOC, LOC) and visible continuous market orders. Effectively, this is the price at which the closing print would occur at the time of publication 
 +  * **Pair Volume:** the number of shares pre-matched for the auction
   * **Price:** the price of the imbalance shares   * **Price:** the price of the imbalance shares
 +  * **Price Variation:** This field indicates the absolute value of the percentage of deviation of the Near Indicative Closing Price from the Reference Price. This will alert traders of symbols that may close outside of the volatility parameters and encourage offsetting liquidity.
   * **Source:** the source of the imbalance share data   * **Source:** the source of the imbalance share data
   * **Status:** the status of the symbol   * **Status:** the status of the symbol
-  * **Type:** the type of auction: M //or// O (Market Open), H (Halted), or C (Market Close)+  * **Type:** the type of auction: 
 +    * E (early opening) 
 +    * C (close auction imbalance) 
 +    * O (opening auction) 
 +    * R (reopening auction) 
 +    * S (Significant close auction imbalance) 
 +    * X (eXtreme close auction Imbalance  - reserved by NYSE for Future use)
  
-====Imbalance Locator Customization====+**Please Note**: The Far Indicative Closing Price, Market Order Volume, Price Variation, and Market Order Side are exclusive to the TMX market.
  
-To make changes to the Imbalance Locator settings, right-click in the **Imbalance Locator** to open the **Imbalance Locator Customization**. This window displays four main tabs on the left: Filters, Columns, Colors, and Font.+ 
 +=====Imbalance Locator Customization===== 
 + 
 +To make changes to the Imbalance Locator settings, right-click in the **Imbalance Locator** to open the **Imbalance Locator Customizatio**n. This window displays six main tabs on the left: Markets, Filters, Columns, Colors, Font, and GroupLink.
  
 {{ :il_004.png?nolink |}} {{ :il_004.png?nolink |}}
  
-===Filters===+====Markets====
  
- Use the Filters window to filter imbalance shares by market or symbol list.+Use the Markets window to filter imbalance shares by market.
  
-  * Click the **Filters** tab to open the **Filters** window.+1. In the Markets tab, select or deselect a market for which you would like to view imbalance data for. 
  
-==Filter and toggle imbalance shares==+{{ :il_004_a.png |}} 
 + 
 +2. Click **Apply** then **OK**. 
 + 
 +3. The filtered imbalance data appear.  
 + 
 +====Filters==== 
 + 
 +Use the Filters window to filter imbalance shares by market or symbol list. 
 + 
 +1. In the Markets tab, select the market that symbols in your symbol list belong to.  
 + 
 +2. Next, from the Filters tab, select the symbol list you would like to apply.  
 + 
 +{{ :il_004_b.png |}} 
 + 
 +3. Click **Apply** then **OK**. 
 + 
 +4. The filtered imbalance data appear.  
 + 
 +===Filter and toggle imbalance shares===
  
 1. In the **Filters** window, select or clear the check box for each market or symbol list you want to display or hide imbalance data for. 1. In the **Filters** window, select or clear the check box for each market or symbol list you want to display or hide imbalance data for.
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 4. The filtered imbalance data appear. 4. The filtered imbalance data appear.
  
-===Columns===+====Columns====
  
 Use the Columns window to manage columns that appear in the Imbalance Locator. Use the Columns window to manage columns that appear in the Imbalance Locator.
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 4. The column is hidden from the **Imbalance Locator** window. 4. The column is hidden from the **Imbalance Locator** window.
  
-===Colors===+====Colors====
  
 Use the Colors window to set the colors for the header, grid line, and rows. Use the Colors window to set the colors for the header, grid line, and rows.
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 4. The color is set. 4. The color is set.
  
-===Font===+====Font====
  
 Use the Font window to set the overall font for the Imbalance Locator. Use the Font window to set the overall font for the Imbalance Locator.
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 6. The font is set. 6. The font is set.
  
-===GroupLink===+====GroupLink====
  
 Use the GroupLink view to group the Imbalance Locator with other PPro8 tools. Use the GroupLink view to group the Imbalance Locator with other PPro8 tools.
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 3. The group link is set. 3. The group link is set.
 +
imbalance_locator_tool.1567604879.txt.gz · Last modified: 2019/09/04 09:47 by maya