Looking for Imbalance Data historical

Discussion in 'Data Sets and Feeds' started by bairdman66, Oct 6, 2019.

  1. Does anyone have a source for decently priced historical imbalance data? Need 5 years of NYSE, NASD, and ARCA from 2012 to 2017.
  2. Never seen this data for less than $500/mo/exchange. NASD is borderline worthless by the way, due to the way their auctions work, imbalances are only tradable by HFT.
  3. Not easy to find. Been looking for some time. Any ideas would help.
  4. Might have. You need tick or by the second?
  5. Tick
  6. qlai


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