NYSE Imbalance is offered as part of the NYSE OpenBook suite:    NYSE OpenBook        
Print this Page   
   NYSE Imbalance Datafeed  

The NYSE Imbalance datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

Download the Product Summary

Download the Customer Interface Specifications
 
Related NYSE Data Products
Included Data
Authorized Vendors
There are no authorized vendors for this product
Discussion
Frequently Asked Questions
  • Is the NYSE Order Imbalances product offered separately from OpenBook?
    No, not at this time. NYSE will seek SEC approval to do so shortly.

  • Are regulatory closing imbalances that are published to CT and over NYSE Alerts included in this feed?
    Yes, regulatory (Rule 123c) closing imbalances will be disseminated over the NYSE Imbalance feed. Regulatory imbalances are identified through the use of the “Regulatory Imbalance Indicator” field.

  • Are there situations where I will not receive an imbalance message for a symbol?
    Yes, Imbalance messages will not be published in the situations listed below: 1. Since the NYSE Imbalance messages are “delta-based”, if there is no change to the previous imbalance message no message will be published. 2. If there is no Last Sale Price (e.g., Trading Halted, IPO on the Opening Imbalance), the NYSE Imbalance feed will generate a single Opening or Closing Paired/Imbalance message with zero: last sale price, paired quantity, and imbalance quantity. 3. If there is a Last Sale price, but there are no orders, a single Opening or Closing Paired/Imbalance message with the last sale price and zero: paired quantity, and imbalance quantity will be generated. 4. If there is paired quantity, but no imbalance quantity, an Opening or Closing Paired/Imbalance message with paired quantity and zero imbalance quantity will be generated.

  • Will I need Symbol index mapping for this feed like NYSE OpenBook Ultra?
    No, the NYSE Imbalance feed is not as latency critical or bandwidth sensitive as NYSE OpenBook Ultra as a result the feed uses standard NYSE Symbology.

  • Over how many channels is the Imbalance data distributed?
    Since the Imbalance feed is a lightweight product, the data is distributed over a single production multicast group for all symbols.