Order Imbalance Indicator definition
Order Imbalance Indicator means a message disseminated by electronic means containing information about Eligible Interest and the price at which such interest would execute at the time of dissemination. The Order Imbalance Indicator shall disseminate the following information:
Order Imbalance Indicator. ’ means a message disseminated by electronic means containing information about Eligible Interest and the price in penny increments at which such interest would execute at the time of dissemination. For the information disseminated by the Order Imbalance Indicator (e.g. Current Reference Price, number of paired contracts, size and buy/sell direction of Imbalance, indicative prices), see Chapter VI, Section 8(a)(2). The term ‘‘order’’ means a firm commitment to buy or sell options contracts.
Order Imbalance Indicator means a message disseminated by electronic means containing information about MOO, LOO, OIO, and Early Market Hours orders and the price at which those orders would execute at the time of dissemination. The Order Imbalance Indicator shall disseminate the following information:
More Definitions of Order Imbalance Indicator
Order Imbalance Indicator. ’ means a message disseminated by electronic means containing
Order Imbalance Indicator means a message disseminated by electronic means containing information about MOC, LOC, IO, and Close Eligible Interest and the price