Order Imbalance Data

I use to be able to access the NYSE opening/closing imbalance data with my Alpaca data. Does that still exist?

Were you able to get those imbalance data?
I don’t see imbalance data anywhere in documentation sadly…

I did not hear back. I assume their SIP feed has the data, whether they separate it out and make it available I do not know.

@Marlin Alpaca currently doesn’t provide any ‘order imbalance’ data. The only data received in the SIP feeds are trades and quotes which are available.