Chinese power auxiliary service market is still in its early stage, and the product classification and transaction compensation rules are still not sound. With the development of electricity market, the auxiliary service market resources are constantly enriched, and the participating entities are constantly expanding, posing new requirements for the design of auxiliary service products and trading mechanisms. This article conducted an in-depth investigation and research on the auxiliary service markets in the United States, the United Kingdom, Germany, and Northern Europe, as well as in four provinces and cities in China. The categories and roles of active power balance auxiliary services in these regions were analyzed, and the following conclusions can be drawn. Compared with abroad situation, in China, peak shaving, frequency modulation and standby are three major types of active power balance services, which account for over 90% of all auxiliary services. And the peak shaving auxiliary service has been carried out in all provinces and cities in this survey. However, there are also differences in the auxiliary market among various provinces and cities in China. For example, Shanghai's peak shaving trading adopts a tiered and unit pricing approach. The frequency modulation is the most extensive auxiliary service in abroad.