Stocks · Dark pool, large prints and captured events
Stocks imbalances
Captured NYSE auction imbalances.
GET
/v1/stocks/imbalancesstocksImbalancesOpening, closing and halt-resumption auction imbalances of exchange-listed stocks, with the indicative price and paired quantity, newest first. Captured from the live stream from the moment it was enabled and kept for seven days: meta.coverage.captured_from is the oldest event available, and events from before it, or from while the stream was down, do not exist here.
Example request
curl -sS --get "https://api.ordermap.si/v1/stocks/imbalances" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode symbol=AAPLconst params = new URLSearchParams({
symbol: "AAPL",
});
const res = await fetch(`https://api.ordermap.si/v1/stocks/imbalances?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);
// Paginated: repeat with cursor_id set to pagination.next_cursor_id until it is null.Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
6 parameters, none required.
| Parameter | Type and limits | Description |
|---|---|---|
symbolqueryoptional | stringat most 10 characterspattern ^[A-Za-z]{1,6}(\.[A-Za-z0-9]{1,4})?$ | Ticker symbol, for example JPM. Omit for every symbol. |
start_queryoptional | integerunix-msmin 946684800000max 4102444800000 | Start of the window, inclusive. Defaults to the start of the seven-day capture. |
end_queryoptional | integerunix-msmin 946684800000max 4102444800000 | End of the window, exclusive. Defaults to now. |
orderqueryoptional | stringascdescdefault desc | Newest first (desc, the default) or oldest first (asc) by event time. |
limitqueryoptional | integerdefault 1000min 1max 5000 | Maximum rows to return. |
cursor_queryoptional | stringat most 1024 characters | Opaque cursor returned as pagination.next_cursor_id; resumes the same query on the next page. |
Response
| Status | Meaning | Body |
|---|---|---|
200 | Successful response. | Schema below |
400 | Invalid, unknown or repeated parameters, or an invalid cursor. | Error object |
401 | Missing or invalid API key. | Error object |
403 | The plan, dataset release or account state does not allow this request. | Error object |
422 | The request is valid but no data exists for it. | Error object |
429 | Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After | Error object |
500 | Internal error. | Error object |
503 | Data temporarily unavailable; retry after Retry-After seconds.Retry-After | Error object |
504 | The request timed out. | Error object |
Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.
200 response body
dataarray<object>required10 fields insideauction_clock_etstring | nullrequiredThe same time as the exchange publishes it: HH:MM, Eastern Time.auction_timestampinteger | nullunix-msrequiredScheduled auction time as an instant, on the Eastern date of timestamp. Unix epoch milliseconds (UTC).auction_typestringrequiredAuction: opening (core opening), early_opening, reopening (after a halt), closing, extreme_closing_imbalance, regulatory_closing_imbalance.early_openingopeningreopeningclosingextreme_closing_imbalanceregulatory_closing_imbalanceunknownbook_clearing_pricenumber | nullrequiredIndicative auction price.exchangeinteger | nullrequiredNumeric id of the auctioning exchange.imbalance_quantityinteger | nullrequiredImbalance in shares; positive is buy-side.paired_quantityinteger | nullrequiredShares matched at the indicative price.sequence_numberinteger | nullrequiredPer-symbol sequence number.symbolstringrequiredTicker.timestampintegerunix-msrequiredTime of the update. Unix epoch milliseconds (UTC).
metaobjectrequiredMeta objectpaginationobjectrequiredPagination object
Example response
{
"data": [
{
"auction_clock_et": "16:00",
"auction_timestamp": 1792180800000,
"auction_type": "closing",
"book_clearing_price": 231.42,
"exchange": 10,
"imbalance_quantity": 480000,
"paired_quantity": 1240000,
"sequence_number": 44,
"symbol": "JPM",
"timestamp": 1792180800000
}
],
"meta": {
"as_of": 1760659200123,
"coverage": {
"complete": true
},
"delay_ms": 0,
"delayed": false,
"request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
"source": "sip"
},
"pagination": {
"count": 1,
"has_more": false,
"limit": 1000,
"next_cursor_id": null,
"next_url": null
}
}Values are illustrative. Missing values are null, never 0.