TAQ NYSE Order Imbalance

The TAQ NYSE Order Imbalance provides data on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities.

The TAQ NYSE Imbalance files 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.

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TAQ NYSE American Order Imbalance

The TAQ NYSE American Order Imbalance provides data 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 Imbalance files 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.

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Resources

NYSE

Production starting October 23, 2017

TAQ XDP PRODUCTS CLIENT SPEC V2.1


NYSE American

Production for NYSE American on July 24, 2017

TAQ XDP PRODUCTS CLIENT SPEC V2.1


Previous Specs

Sample Data

Fees