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 - NYSE and NYSE American

Pillar Publisher Client Spec
Imbalances Client Spec v2.2c

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

Current Production - NYSE Arca (Legacy Publisher)

Legacy Publisher Client Spec
Imbalances Client Spec v2.2c

Legacy Refresh/Retransmission Common Client Spec
XDP Common Client Spec v2.2c

Updated Halt Condition Codes - 11/23/2020 - NYSE, NYSE American, NYSE Arca

Pillar Publisher Client Spec
XDP Common Client Spec v2.2c

XDP Common Client Spec
XDP Common Client Spec v2.4

Sample Data

Fees