TAQ Order Imbalances

Historical Data

TAQ Order Imbalances

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.

Products

TAQ NYSE Order Imbalances

Historical data available as of 1 July 2008 - present.

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TAQ NYSE American Order Imbalances

Historical data available as of 1 Dec 2008 - present.

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TAQ NYSE Arca Order Imbalances

Historical data available as of 30 Jan 2012 - present.

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