Historical Imbalance Data for US Equities

C

cruisecontrol

Looking for historical data for NOII (Net Order Imbalance Indicator) from Nasdaq TotalView and the analogous data for NYSE.

Does anyone know if this data is available somewhere other than buying it direct from exchanges for insanely high prices?

I realize this question has been asked multiple times on this forum before however those threads are fairly ancient now. So I figure it's been enough time that new data sources may have appeared in those years.
 
Is NOII basically differential between number of bids and number of asks for a stock? Looked it up, wasn't too clear on the definition. Apologize for not answering your question, would be also be interested in solution to your issue.

Thanks
 
You must log in or register to reply here.
Back
Top