Net Order Imbalance (NOI)

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Stream real-time Net Order Imbalance (NOI) events for specified stock tickers via WebSocket. Focused on NYSE listed securities, this feed delivers updates on buy and sell order imbalances during scheduled exchange auctions. Typically, at market open (9:30 AM ET) and close (4:00 PM ET), along with indicative clearing prices, paired quantities, and imbalance amounts. Intraday events may also occur during ticker specific halts or mini-auctions, offering insights into liquidity pressures and auction dynamics.

Use Cases: Auction price discovery, execution timing, liquidity monitoring, short-term trading signals, market event analysis.

Plan
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Parameters
ticker
string
required
Specify a stock ticker or use * to subscribe to all stock tickers. You can also use a comma separated list to subscribe to multiple stock tickers. You can retrieve available stock tickers from our Stock Tickers API.
Response Attributes
ev
enum (NOI)
The event type.
T
string
The ticker symbol for the given stock.
t
integer
The Timestamp in Unix MS.
at
integer
The time that the auction is planned to take place in the format (hour x 100) + minutes in Eastern Standard Time, for example 930 would be 9:30 am EST, and 1600 would be 4:00 pm EST.
a
string
The auction type. `O` - Early Opening Auction (non-NYSE only) `M` - Core Opening Auction `H` - Reopening Auction (Halt Resume) `C` - Closing Auction `P` - Extreme Closing Imbalance (NYSE only) `R` - Regulatory Closing Imbalance (NYSE only)
i
integer
The symbol sequence.
x
integer
The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.
o
integer
The imbalance quantity.
p
integer
The paired quantity.
b
number
The book clearing price.
Code Examples
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Subscription Request
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Response Object
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