🔒Открыть пост
и посмотреть медиа
и посмотреть медиа
We’ve added a few data points to market depth on Kite web that will be available during the CAS window to help you track the auction:
- Reference price: The VWAP between 3:00 PM and 3:15 PM. This is the reference around which the closing auction is conducted.
- Indicative close: The price at which the maximum quantity of buy and sell orders can currently be matched. This tells you where the stock may close if the auction were to end at that point.
- Total imbalance quantity: Tells you how much buy or sell quantity remains unmatched at the current indicative equilibrium price.
For indices, you can also see the indicative close, which gives you an estimate of where the index may close based on its constituent stocks.
These data points will be available in the Kite app soon.
Learn more about CAS: Ссылка скрыта
