Does anyone have a source for decently priced historical imbalance data? Need 5 years of NYSE, NASD, and ARCA from 2012 to 2017.
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Looking for Imbalance Data historical
- Thread starter bairdman66
- Start date
Never seen this data for less than $500/mo/exchange. NASD is borderline worthless by the way, due to the way their auctions work, imbalances are only tradable by HFT.
Not easy to find. Been looking for some time. Any ideas would help.
Might have. You need tick or by the second?
Tick
Imbalance data by the second vs tick? You sure you are taking about same thing?
https://www.nyse.com/market-data/real-time/imbalances
https://www.nyse.com/market-data/real-time/imbalances
Can get. email me at databastard@protonmail.com