I am pulling my hair out looking for a high quality imbalance data feed from a indirect vendor. Right now i am using Genesis to pull imbalance data however it leave a lot to be desired for my uses. I have called NYSE and the minimum is around 5500$ a month for Open book which i could add the imbalance data feed to afterwards. Does anyone have any ideas or leads for this type of feed? It has to be live and not the 15 second delayed feed. Any trustworthy indirect data vendors someone may reccomend to me?
Doesnt work like that. As i said i spoke to NYSE and you have to either have a direct subscriber line (anywhere from 20000$-60000$ a month) and THEN add the 500$ a month to that OR Get open book which is 5K a month and add the 500$ a month feed. Thank you for trying though.
I would also like to know this information. $5500 is too much to consider it as an option. However I am considering using lightspeed and although from what I can tell the Lightspeed platform doesn't have realtime imbalances. It may be available with an API account. sspikey - What is the issue with genesis' feed?
also let's say I want to pay the $5500 a month to get the feed... I assume I then have to build an application on top of it to display the data, right?
I had activ financial...I'm guessing it was ~ 300 / mo. I think the feed you pay for is NYSE alerts, but I could be wrong. They have an application that you can use to view the imbalances or you can build your own via their API