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The Order Imbalances feed provides a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all listed securities.
The Order Imbalances Feed is available for:
Current ProductionPillar Order Imbalances Client SpecificationPillar Equities Common Client Specification
Upcoming Q1-Q2Pillar Order Imbalances Client Specification [new]Pillar Equities Common Client Specification [new]
Sample Data Fees