Market data for closing imbalances for API

Hi everybody. I am looking a market data on closing imbalances which I could receive with my API program. If you know some market data provider who proposes this, please tell it to me. For example IB does not !Thank you!

 

What instrument?

polygon.io or databento.com

 

Hello again, sorry for the delay.
I am looking for a service who provides market data stream on the closing imbalances who appear in 15:50 pm. I want to receive it on my API if this is possible.

 

I want to receive all this data in my API, or at least the current imbalance column.

 

If I understand correctly, you have a custom API implementation of your own? I am not seeing any broker API reference, like IBKR.

Is this Nasdaq TotalView - Net Order Imbalance Indicator? NOII

 

Yes you are right - I have a strategy, but I don't have this market data. I can not find any service providing this data on a stream. The only way is to scalp from some platforms, I've been part of a team and we've been doing it on a platform which is not present anymore, or something like this.

 

Check this: https://databento.com/docs/schemas-...istorical=python&live=python&reference=python

@Databento