Order Imbalances

Real-Time Data

Order Imbalances

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
Common Client Spec


Sample Data

Fees