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

Common Client Spec
Common Client Spec v2.4a

Sample Data

Fees