At 3:50 pm ET the surplus/demand for Market On Close (MOC) orders on TSXV MOC eligible stocks are calculated and published to the marketplace every 10 seconds until close. This interest is published in order to solicit offsetting liquidity and promote fair price discovery at the close. This page contains the first TSXV MOC imbalance message containing only the imbalance side, size and reference price. It is intended for use by market participants participating in the TSXV MOC program as a preview. The full MOC Imbalance message, which also includes Paired Volume, Market Order Imbalance Volume, Market Order Imbalance Side, Near Indicative Closing Price, Far Indicative Closing Price, and Price Variation, and is refreshed every 10 seconds, is available through vendor workstations connecting to TSX’s real-time data feeds.
All TMX MOC related information, company information and intraday data are provided by TMX for informational…
