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In offsetting published imbalances, can a firm send orders to “flip” imbalances to the contra side?

April 26, 2017Contra firm flip imbalances Offsetting orders published send

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In offsetting published imbalances, can a firm send orders to “flip” imbalances to the contra side?

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Yes, the following example shows a “flip” from Buy to Sell Imbalance: If there is a 50,000 share buy imbalance published at 3:40 p.m. and we receive an order of 100,000 shares to sell offsetting that imbalance, the imbalance will flip to become a 50,000 shares to sell imbalance.