Imbalance Data

jd1279

In the Welcome section under Events, there is a discussion about morning imbalance events. Using the Open Buy and Open Sell GUIDs, I can see how to check if there is an open imbalance for a particular stock. However, how could someone obtain a list of all stocks with imbalances over a certain threshold ? Thanks in advance.

shayne

jd1279 -

The full simulator supports imbalance data. My guess is you are setup for CloudQuant Lite.

The documentation is about to updated to reflect user access levels:

• The simulator has two modes: lite and full. By default, new users have access the lite simulator. As users show success on the system, they are "leveled-up". Leveling-up gives you access to the full simulator and more types of data.
• Internal quants use the lite simulator to vet ideas before spending processing time on full simulation. Typically using a broad universe of symbols and identifying the characteristics of the best and worst performers.
• The full simulator exposes a much deeper level of access to the system. Strategies can have code designed to behave for specific events, like imbalance messages, and order events.
• Whether a strategy is designed for the lite or full simulator, these are the same interface used in the live trading system. In our world, strategies are tested in the simulator, moved to forward testing, and promoted to live trading. In most cases, what works in the simulator works in live trading without any changes.

If your strategy is showing success, you should consider requesting to "Level-Up". Within the next couple of days there will be a "Level-Up" button on the "Fund My Strategy" Tab.