StockExchImbalance
Schema Definition
| Field Name | Data Type | Description |
|---|---|---|
| ticker_at | string | |
| ticker_ts | string | |
| ticker_tk | string | |
| auctionTime | timestamp | |
| auctionType | string | |
| exchange | string | |
| referencePx | float | |
| pairedQty | int | |
| totalImbalanceQty | int | |
| marketImbalanceQty | int | |
| imbalanceSide | string | |
| continuousBookClrPx | float | |
| closingOnlyClrPx | float | |
| ssrFillingPx | float | |
| indicativeMatchPx | float | |
| upperCollar | float | |
| lowerCollar | float | |
| auctionStatus | string | |
| freezeStatus | string | |
| numExtensions | int | |
| sourceTime | timestamp | |
| netTimestamp | bigint |