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

Production Legacy Publishers & Legacy Retransmissions Facility

  • NYSE (Legacy Publisher until July 2020)
  • NYSE American (Legacy Publisher until July 2020)
  • NYSE Arca

Imbalances Client Spec v2.2c

XDP Common Client Spec v2.2c

Production Pillar Publishers & Pillar Request Server

  • NYSE (Migration from May 2020 - July 2020)
  • NYSE American (Migration from May 2020 - July 2020)

Imbalances Client Spec v2.2c

XDP Common Client Spec v2.3d

Sample Data

Fees