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:
XDP Imbalances Feed Client Spec v2.1f
XDP Common Client Spec v2.1h
Starting March 2019
Imbalances Client Spec v2.2
XDP Common Client Spec v2.2a