Good morning,
we have searched for auction imbalance data (variable: Imbalance quantity; intraday report) on Tick History, but it seems that they are not available for LSE. In particular, it is possible to include the variable in the report but it contains only missing values.
On the contrary, we have checked that for example Australian imbalance data are available.
We wonder why we cannot access this data for LSE? Please let us know at the earliest convenient.
Best regards