The Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all listed securities.

The Order Imbalances Feed is available for:

  • NYSE
  • NYSE American
  • NYSE Arca

Resources

Current Production

Pillar Publisher Client Spec
Imbalances Client Spec v2.2d

Pillar Refresh/Retransmission Common Client Spec
XDP Common Client Spec v2.3d

Updated Halt Condition Codes - March 8, 2021 - NYSE, NYSE American, NYSE Arca

Pillar Publisher Client Spec
Imbalances Client Spec v2.2d

Common Client Spec
Common Client Spec v2.4a

Sample Data

Fees