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Market.imbalances

Python

Securities ranked by the size of their market-order imbalance (buy minus sell); closing=True ranks the closing auction's.

Parameters

at str | datetime | None optional

A JST time. Default: the latest.

top int | None optional

Only the first this many.

closing bool optional = False

The closing auction.

Returns

Table

A Table of auction states, the largest imbalance first.

API method
briskapi.Market().imbalances(
    at: str | datetime | None = None,
    top: int | None = None,
    closing: bool = False,
) -> Table
Example usage
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import briskapi

briskapi.load("recordings/demo")   # or briskapi.connect() for live
top = briskapi.Market().imbalances(at="09:00:00", top=5).to_pandas()
print(top[["code", "indicative_price", "market_order_imbalance"]])
Example responseCaptured from the demo
   code  indicative_price  market_order_imbalance
0  8918              12.0               -11223800
1  7647              27.0                 5779500
2  8306             680.0                 4280100
3  1689               2.0                -3462500
4  9318               9.0                -1103500