TAQ NYSE Order Imbalances

The TAQ NYSE Order Imbalances data provides publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The TAQ NYSE Imbalances data provides the opening and closing imbalances at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions. Historical Data is available from 1 Jul 2008 - present.

TAQ NYSE American Order Imbalances

The TAQ NYSE American Order Imbalances data publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE American listed securities. The TAQ NYSE American Imbalances data provides the opening and closing imbalances at specified intervals throughout the trading day for all NYSE American listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions. Historical Data is available from 1 Dec 2008 - present.

TAQ NYSE Arca BBO

The TAQ NYSE Arca Order Imbalances data publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca-listed securities. The TAQ NYSE Arca Imbalances data provides the opening and closing imbalances at specified intervals throughout the trading day for all NYSE Arca listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions. Historical Data is available from 30 June July 2018 - present.