Source: https://databento.com/docs/schemas/imbalance


# Imbalance

**Imbalance** provides auction imbalance data such as paired quantity, total quantity, and auction status.

Databento groups this under [full order book](https://databento.com/docs/schemas/whats-a-schema.md#supported-schemas-and-their-fields) (L3).

> **See also**
>
> Imbalance data normalization differs slightly from one venue or dataset to another.
> Edge cases and differences are documented separately for each venue in the [Venues and datasets](https://databento.com/docs/datasets.md) section.

### Fields (`imbalance`)

| Field | Type | Description |
| `ts_recv` | uint64_t | The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch. See [ts_recv](https://databento.com/docs/conventions/common-fields-enums-types.md#ts-recv). |
| `ts_event` | uint64_t | The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch. See [ts_event](https://databento.com/docs/conventions/common-fields-enums-types.md#ts-event). |
| `rtype` | uint8_t | A sentinel value indicating the record type. Always 20 in the imbalance schema. See [Rtype](https://databento.com/docs/conventions/common-fields-enums-types.md#rtype). |
| `publisher_id` | uint16_t | The publisher ID assigned by Databento, which denotes the dataset and venue. See [Publishers](https://databento.com/docs/conventions/common-fields-enums-types.md#publishers-datasets-and-venues). |
| `instrument_id` | uint32_t | The numeric instrument ID. See [Instrument identifiers](https://databento.com/docs/conventions/common-fields-enums-types.md#instrument-identifiers). |
| `ref_price` | int64_t | The price at which the imbalance shares are calculated, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. See [Prices](https://databento.com/docs/conventions/common-fields-enums-types.md#prices). |
| `auction_time` | uint64_t | Projected auction timestamp expressed as the number of nanoseconds since the UNIX epoch. |
| `cont_book_clr_price` | int64_t | The hypothetical auction-clearing price for both cross and continuous orders, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. See [Prices](https://databento.com/docs/conventions/common-fields-enums-types.md#prices). |
| `auct_interest_clr_price` | int64_t | The hypothetical auction-clearing price for cross orders only, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. See [Prices](https://databento.com/docs/conventions/common-fields-enums-types.md#prices). |
| `ssr_filling_price` | int64_t | The price at which sell short interest will be filled if a sell short restriction is in effect, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. See [Prices](https://databento.com/docs/conventions/common-fields-enums-types.md#prices). |
| `ind_match_price` | int64_t | The price at which the highest number of shares would trade, subject to auction collars, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. See [Prices](https://databento.com/docs/conventions/common-fields-enums-types.md#prices). |
| `upper_collar` | int64_t | Upper limit of the auction collar, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. See [Prices](https://databento.com/docs/conventions/common-fields-enums-types.md#prices). |
| `lower_collar` | int64_t | Lower limit of the auction collar, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. See [Prices](https://databento.com/docs/conventions/common-fields-enums-types.md#prices). |
| `paired_qty` | uint32_t | The quantity of shares that are eligible to be matched at `ref_price`. |
| `total_imbalance_qty` | uint32_t | The quantity of shares that are not paired at `ref_price`. |
| `market_imbalance_qty` | uint32_t | The total market order imbalance quantity at the `ref_price`. |
| `unpaired_qty` | uint32_t | During the Closing Auction, the number of unpaired shares priced at or better than the `ref_price`. |
| `auction_type` | char | Venue-specific character code indicating the auction type. |
| `side` | char | The market side of the `total_imbalance_qty`. Can be **A**sk, **B**id, or **N**one. |
| `auction_status` | uint8_t | Venue-specific status code. Refer to [the venue-specific documentation](https://databento.com/docs/datasets.md). |
| `freeze_status` | uint8_t | Venue-specific status code. Refer to [the venue-specific documentation](https://databento.com/docs/datasets.md). |
| `num_extensions` | uint8_t | The number of times the halt period has been extended. |
| `unpaired_side` | char | The side of the `unpaired_qty`. |
| `significant_imbalance` | char | Venue-specific status code. Refer to [the venue-specific documentation](https://databento.com/docs/datasets.md). |