||The exchange-assigned characters representing a specific equity.
||The quantity imbalance is the difference between the present buy volume and the sell volume participating in the auction.
Prior to the opening auction (4:00 a.m. ET) the quantity imbalance is the total imbalance for all limit orders. Between 4:00 and 9:30 a.m. ET this quantity reflects the market order imbalance only.
||The number of shares of buy orders minus the number of shares of sell orders. A positive Total Imbalance means an excess of buy orders and a negative Total Imbalance means an excess of sell orders.
||The number of shares that are matched.
|The price at which all matched shares would trade at the time the Auction is run.
|The difference between the Indicative Match Price and the previous day's close.
|The Delta is a comparison of the Indicative Match Price and the NYSE Arca last sale. In particular, if the Market Imbalance is less than zero (indicating a sell imbalance), Delta is the NYSE Arca Last Sale minus the Indicative Match Price. Otherwise, Delta is the Indicative Match Price minus the NYSE Arca Last Sale.
||The price of the highest price buy order.
||The price of the best priced sell order.
||The price at which the equity closed the previous