Hello, Does anyone know a historical data provider that provides this data: http://www.nyxdata.com/Data-Products/NYSE-Imbalance-Datafeed I am looking for 10 years of NYSE imbalance data. Thanks
http://www.nyxdata.com/Data-Products/NYSE-Imbalance-Datafeed, then sample data. If you get the imbalances data, please don't forget me. Thanks!
You can only buy the data from the NYSE. It is one of their premium products. I have never found a third party distributor. good luck with your quest and let us know if you find it elsewhere.
NYSE Imbalances you can get in Laser or Blackwood. I don't know about imbalances in other trading platforms.