A Lifshitz black brane at generic dynamical critical exponent z > 1, with non-zero linear momentum along the boundary, provides a holographic dual description of a non-equilibrium steady state in a quantum critical fluid, with Lifshitz scale invariance but without boost symmetry. We consider moving Lifshitz branes in Einstein-Maxwell-Dilaton gravity and obtain the non-relativistic stress tensor complex of the dual field theory via a suitable holographic renormalisation procedure. The resulting black brane hydrodynamics and thermodynamics are a concrete holographic realization of a Lifshitz perfect fluid with a generic dynamical critical exponent.