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:
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