This Order Imbalance History is a summary of the closing stock order imbalances for the entire market, listed by day. Closing order imbalance information is disseminated by exchanges starting 15 minutes before the market closes. The history is broken down into total and net volume for buy-side orders and sell-side orders, as well as the total and net notional amount for each. The 20-Day chart shows the last 20 individual trading days, while the One Year chart shows a 20-day moving average of the net order imbalance for the last year.
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