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Flow Metrics

Taker buy/sell volume, count, ratios, percentages, and size-segmented order flow (small / medium / large).

CodeAPI DocsTry It
Endpoint

/api/v1/data/flow

Category

Trades

Intervals
1m5m15m30m1h4h1d
Requires Prime
1s15s30s
Exchanges
binance-futuresokx-perps
Fields36
taker_buy_volumeTaker Buy VolumeSum of buy taker volume
taker_sell_volumeTaker Sell VolumeSum of sell taker volume
taker_buy_countTaker Buy CountCount of buy taker trades
taker_sell_countTaker Sell CountCount of sell taker trades
volume_deltaVolume Deltataker_buy_volume − taker_sell_volume (signed net flow)
volume_delta_notionalVolume Delta NotionalBuy notional − sell notional (signed net notional flow)
flow_entropyFlow EntropyEntropy of buy/sell volume split within the bar
flow_toxicity_scoreFlow Toxicity Scorezscore(volume_delta_notional) × zscore(short-horizon realized vol)
taker_buy_sell_ratioBuy/Sell Ratiotaker_buy_volume / taker_sell_volume
taker_buy_sell_count_ratioBuy/Sell Count Ratiotaker_buy_count / taker_sell_count
taker_buy_sell_percentageTaker Buy %taker_buy_volume / (taker_buy_volume + taker_sell_volume)
taker_buy_sell_count_percentageTaker Buy Count %taker_buy_count / (taker_buy_count + taker_sell_count)
taker_buy_small_order_volumeBuy Small Order VolumeNotional value of small buy-side trades (< $100)
taker_buy_small_order_countBuy Small Order CountNumber of small buy-side trades
taker_buy_medium_order_volumeBuy Medium Order VolumeNotional value of medium buy-side trades ($100–$1,000)
taker_buy_medium_order_countBuy Medium Order CountNumber of medium buy-side trades
taker_buy_large_order_volumeBuy Large Order VolumeNotional value of large buy-side trades (>= $1,000)
taker_buy_large_order_countBuy Large Order CountNumber of large buy-side trades
taker_sell_small_order_volumeSell Small Order VolumeNotional value of small sell-side trades (< $100)
taker_sell_small_order_countSell Small Order CountNumber of small sell-side trades
taker_sell_medium_order_volumeSell Medium Order VolumeNotional value of medium sell-side trades ($100–$1,000)
taker_sell_medium_order_countSell Medium Order CountNumber of medium sell-side trades
taker_sell_large_order_volumeSell Large Order VolumeNotional value of large sell-side trades (>= $1,000)
taker_sell_large_order_countSell Large Order CountNumber of large sell-side trades
taker_buy_small_order_percentageBuy Small Order %taker_buy_small_order_volume / taker_buy_volume
taker_buy_medium_order_percentageBuy Medium Order %taker_buy_medium_order_volume / taker_buy_volume
taker_buy_large_order_percentageBuy Large Order %taker_buy_large_order_volume / taker_buy_volume
taker_buy_small_order_count_percentageBuy Small Count %taker_buy_small_order_count / taker_buy_count
taker_buy_medium_order_count_percentageBuy Medium Count %taker_buy_medium_order_count / taker_buy_count
taker_buy_large_order_count_percentageBuy Large Count %taker_buy_large_order_count / taker_buy_count
taker_sell_small_order_percentageSell Small Order %taker_sell_small_order_volume / taker_sell_volume
taker_sell_medium_order_percentageSell Medium Order %taker_sell_medium_order_volume / taker_sell_volume
taker_sell_large_order_percentageSell Large Order %taker_sell_large_order_volume / taker_sell_volume
taker_sell_small_order_count_percentageSell Small Count %taker_sell_small_order_count / taker_sell_count
taker_sell_medium_order_count_percentageSell Medium Count %taker_sell_medium_order_count / taker_sell_count
taker_sell_large_order_count_percentageSell Large Count %taker_sell_large_order_count / taker_sell_count
Example Request
from datetime import date
from aperiodic import get_metrics
df = get_metrics(
    api_key="YOUR_API_KEY",
    metric="flow",
    exchange="binance-futures",
    symbol="perpetual-BTC-USDT:USDT",
    interval="1d",
    start_date=date(2024, 1, 1),
    end_date=date(2024, 3, 1),
)
print(df.head())

Query Parameters

timestampreqstring
string

Timestamp source. 'exchange' uses the exchange-reported timestamp, 'true' uses actual arrival time at our servers.

exchangetrue
intervalreqstring
string

Aggregation time interval for the data.

1m5m15m30m1h4h1d
exchangereqstring
string

Source exchange for the data.

binance-futuresokx-perps
symbolreqstring
string

Trading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas

start_datereqstring<date>
string<date>

Start date for the data range (YYYY-MM-DD format). Data is partitioned by year and month.

end_datereqstring<date>
string<date>

End date for the data range (YYYY-MM-DD format). Must be greater than or equal to start_date.

Successful response with download URLs for each monthly file

Schema
filesobject[]required

Array of file information for each month in the requested date range

yearintegerrequired

Year of the data file

monthintegerrequired

Month of the data file (1-12)

urlstring<uri>required

Presigned URL for direct file download (valid for 5 minutes). URLs are served from dataset-specific subdomains, e.g. ohlcv.aperiodic.io, trade-metrics.aperiodic.io, l1-metrics.aperiodic.io, l2-metrics.aperiodic.io, derivative-metrics.aperiodic.io.

Example
{
  "files": [
    {
      "year": 2024,
      "month": 1,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2024-01.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2024,
      "month": 2,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2024-02.parquet?X-Amz-Expires=300&..."
    }
  ]
}
Try It
Suggestions shown — any valid value accepted
Suggestions shown — any valid value accepted
Suggestions shown — any valid value accepted
Authentication
An API key is required to send requests.Get an API Key
GET/api/v1/data/flow?timestamp=exchange&interval=1m&exchange=binance-futures
Response will appear here
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