| ticker_at | string | Underlying asset type |
| ticker_ts | string | Underlying ticker source |
| ticker_tk | string | Underlying ticker |
| auctionTime | timestamp | Auction time |
| auctionType | string | Auction type (Opening, Closing, Halt, IPO, CloseByExt) |
| exchange | string | Exchange reporting the imbalance |
| referencePx | float | Reference price |
| pairedQty | int | Paired quantity |
| totalImbalanceQty | int | Total imbalance quantity |
| marketImbalanceQty | int | Market imbalance quantity |
| imbalanceSide | string | Imbalance side (None, Buy, Sell) |
| continuousBookClrPx | float | Continuous book clearing price |
| closingOnlyClrPx | float | Closing only clearing price |
| ssrFillingPx | float | Short sale restriction filling price |
| indicativeMatchPx | float | Indicative match price |
| upperCollar | float | Upper collar price |
| lowerCollar | float | Lower collar price |
| auctionStatus | string | Auction status |
| freezeStatus | string | Freeze status |
| numExtensions | int | Number of extensions |
| sourceTime | timestamp | Source timestamp |
| netTimestamp | bigint | SR Gateway timestamp in Unix epoch |