Click here to Login








Opening and Closing Crosses - Share Volume

by Caleb, 875 days ago
Share |






This item downloads share volume opening and closing crosses from the NASDAQ crossing network. These are the share volume on the open and close auctions for each security listed on the NASDAQ exchange. The auction will determine the stock official open and close prices.

The data is available starting from 2008 and is saved in a custom database called "crossing". The database has two fields:
opening: share volume for the opening cross
closing: share volume for the closing cross

Example:
To display the opening cross share volume on a chart, type the following formula:
a = getdata("crossing", "opening", Zero);
plot(a, "Opening Cross Share Volume");

The opening cross occurs at 9:30 am and start at 4:00 am while the closing cross occurs at 4:00 pm and start at 3:50 pm.

Generally, two order types are accepted during the opening crosses, the market on open (MOO) and the limit on open (LOO).
For the closing crosses, the orders are the market on close (MOC) and the limit on close (LOC).

Note that for the NASDAQ exchange, all nationally-listed securities are eligible for the crosses and all new listings on the NASDAQ exchange are added to the crossing network on their first day of trading.


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Download Script

Object ID: 1703


Country:


Market:

Style:

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects
Show All
Historical Stock Market Data (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 7288 Notes Report an item
Earnings Whispers: Whisper Report (by bug man, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 26 Notes Report an item
Historical Earnings Calendar Data for U.S. Stocks - Date/Time and EPS (by Patrick Fonce, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 223 Notes Report an item
Gold to Silver Ratio (by Tom Huggens, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 31 Notes Report an item
All-Star Traders Outperform/Underperform Picks for US Stocks (by Brian Brown, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 17 Notes Report an item
Historical futures data (by Brian Brown, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 45 Notes Report an item
Ratio of open-close to high-low range (by Caleb, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 14 Notes Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

Correlation Between Multiple Trading Systems

How to Use the Percentage Scale

How to Import Metastock data into QuantShare

QuantShare Trading Software: New Features in the 3.4.3 Version

Introduction to the Grid Tool

QuantShare Trading Software: New Features in the 3.4.2 Version

Optimizing the Strategy Equity Curve

Trading the Strategy Equity Curve

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2019 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.