Order imbalance
Trading & ordersAn excess of buy or sell quantity at the indicative price during an auction.
In plain terms
Visible during the pre-open, and it tells you which unmatched orders will spill into continuous trading at 9:15.
Every term is defined twice: once the way a filing would put it, and once the way somebody would explain it to you across a table. The second one is usually the one that sticks.
Showing 1 term
An excess of buy or sell quantity at the indicative price during an auction.
Visible during the pre-open, and it tells you which unmatched orders will spill into continuous trading at 9:15.