TAQ Order Imbalances data provides publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all listed securities. The TAQ Imbalances data provides the opening and closing imbalances at specified intervals throughout the trading day for all listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.
Historical data available as of 1 Jul 2008 – present.
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Historical data available as of 1 Dec 2008 – present.
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Historical data available as of 1 Jan 2018 - present.
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TAQ XDP Products Client Spec v2.2d
NYSE
Production June 17, 2019
NYSE American
Production June 3, 2019
NYSE Arca
Production July 1, 2019