NYSE Arca Order Imbalances  

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca listed securities. The NYSE Arca Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

Data Delivery NYSE Arca Order Imbalances is available directly from the NYSE:
via an electronic data feed through SFTI
via most market data vendors

Sales
Please contact pdp-sales@theice.com for more information

Instruments Covered
Equities

Markets Covered
NYSE Arca
Included Data

NYSE Arca Order Imbalances

Specifications
NYSE Arca Order Imbalances Feed Client Specification Documents
Current Production NYSE Arca Order Imbalances Feed Client Specification v1.0c
All Versions All NYSE Arca Order Imbalances Feed Client Specifications

 

XDP Common Client Specification Documents
Current Production XDP Common Client Specification v2.0m
All versions All XDP Common Client Specifications