NYSE Arca Auctions

 

NYSE Arca Auctions tool gives investors the unique opportunity to view the stocks that are part of the opening, market order, closing and halted auction process in addition to associated indicative match prices and quantities.

You can access our auctions in one of two ways. The Java version refreshes, the HTML version is static and can be manually updated. Both versions can be accessed via port 80, the standard port to access the Internet, and do not require additional ports to be opened.

 

 

 




 
 

A Java version which refreshes automatically and is accessible via any popular browser.

A HTML version which refreshes automatically and is accessible via any popular browser.

Download the latest version of Java to view the NYSE Arca Auctions tool.

Troubleshooting
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Data Fields:
Symbol The exchange-assigned characters representing a specific equity.
Quantity Imbalance 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.
Total Imbalance 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.
Matched Volume The number of shares that are matched.
Indicative Match
Price
 The price at which all matched shares would trade at the time the Auction is run.
Indicative Net
Change
 The difference between the Indicative Match Price and the previous day's close.
Total
Dollar
Value of
Delta		 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.
Bid Price The price of the highest price buy order.
Ask Price The price of the best priced sell order.
Close Price The price at which the equity closed the previous
trading day.


ArcaAuctions do not necessarily represent the best bid or offer in the marketplace. This information is provided for informational purposes only and should not be used for making investment decisions. NYSE Arca believes its data is reliable but is not warranted or guaranteed to be timely or accurate. NYSE Arca shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.
Related Information
 
pdf 08 Sep 08: List of Additional Securities for NYSE Arca Auctions (pdf)
pdf NYSE Arca Auctions Brochure (pdf)
pdf  Troubleshooting NYSE Arca Auctions (pdf)
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