looking for streaming NYSE/ARCA auction imbalance data

Discussion in 'Data Sets and Feeds' started by dadainnyc, Apr 17, 2020.

  1. IB can only get up to 1.1k (10 booster packs)...

    anywhere I can get streaming data for all NYSE/ARCA tickers?

    Thanks:)
     
  2. ZBZB

    ZBZB

  3. Thanks. But i don't see any auction/imbalance related fields in their data fields document...
     
  4. hmm...just found out that IB's imbalance is only total imbalance, not actual market imbalance.

    anybody knows where to get market imbalance?
     
  5. I found this: https://marketchameleon.com/Reports/StockOrderImbalanceReport it says 15 minutes delayed so useless. I wonder if you are a paid subscriber, you would get realtime.

     
    Last edited: May 9, 2020