Name: Up / Down Tick Metrics
Creator: Aperiodic
License: https://aperiodic.io/terms-of-service

Up / Down Tick Metrics

Uptick and downtick count, volume, ratios and percentages based on price movement direction.

Code API Docs Try It

uptick_downtick_volume_ratio

Uptick/Downtick Volume Ratio

This ratio compares the notional traded on upticks with the notional traded on downticks.

It gives a tape-based view of directional pressure that is grounded in actual price changes rather than trade classification alone.

uptick_downtick_count_ratio

Uptick/Downtick Count Ratio

The count ratio focuses on how frequently prices were moving up versus down, regardless of trade size.

That makes it a useful companion to the volume ratio when you want to know whether direction came from many small pushes or a few heavy prints.

uptick_volume_percentage

Uptick Volume %

Uptick Volume % shows what share of traded volume occurred while price was moving upward.

It is an intuitive measure for spotting intervals where positive price progression was supported by meaningful participation rather than by sparse prints.

unchanged_volume_percentage

Unchanged Volume %

Unchanged Volume % captures how much volume traded without moving the last price.

A high reading can indicate heavier matching at stable quotes, stronger passive replenishment, or a temporary equilibrium between buyers and sellers.

uptick_count_percentage

Uptick Count %

Uptick Count % expresses the share of price-changing events that moved upward during the interval.

Because it ignores size, it is especially good at showing whether the tape rhythm itself was persistently positive or negative.

Before exchanges provided taker-side classification, researchers had only the sequence of transaction prices to infer trade direction. The tick test — classifying trades based on whether the price rose or fell — remains a surprisingly informative signal even when full trade-side data is available.

Endpoint

/api/v1/data/updownticks

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. Sub-minute intervals (15s, 30s) require a Tier 3 subscription.

15s30s1m5m15m30m1h4h1d

exchangereqstring

string

Source exchange for the data.

binance-futuresokx-perpshyperliquid-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 every file covering the range — one per month before 2026-08-01, one per day from 2026-08-01 onwards

Schema

filesobject[]required

Files covering the requested date range, in chronological order. Data before 2026-08-01 is split by month (one file per calendar month, no `day`); data from 2026-08-01 onwards is split by day (one file per calendar day, with `day` set). The changeover falls on a month boundary, so a given month is served entirely one way or the other; a range spanning it returns the earlier months as monthly files followed by a daily file per day.

yearintegerrequired

Year of the data file

monthintegerrequired

Month of the data file (1-12)

dayinteger

Day of the data file (1-31). Present only on daily files, i.e. those covering 2026-08-01 onwards. Absent on monthly files, which cover an entire calendar month.

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": 2026,
      "month": 6,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-06.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 7,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-07.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 1,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-01.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 2,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-02.parquet?X-Amz-Expires=300&..."
    }
  ]
}

Try It

Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.

timestamp*

interval*

exchange*

symbol*

Suggestions shown — any valid value accepted

start_date*

Suggestions shown — any valid value accepted

end_date*

Suggestions shown — any valid value accepted

Authentication

X-API-KEY*

GET

/api/v1/data/preview/updownticks?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31

Response will appear here

Try Free Preview Data

Access a curated slice of real production data with just an account — no credit card or subscription required. Pair it with our research notebooks to get started instantly.

Use with AI Agents

Access Up / Down Tick Metrics programmatically via our Python SDK and REST API — optimised for autonomous research workflows.

Get Started

Subscribe to get full API access. Start querying all datasets in minutes.

Up / Down Tick Metrics

Uptick and downtick count, volume, ratios and percentages based on price movement direction.

Code API Docs Try It

uptick_downtick_volume_ratio

Uptick/Downtick Volume Ratio

This ratio compares the notional traded on upticks with the notional traded on downticks.

It gives a tape-based view of directional pressure that is grounded in actual price changes rather than trade classification alone.

uptick_downtick_count_ratio

Uptick/Downtick Count Ratio

The count ratio focuses on how frequently prices were moving up versus down, regardless of trade size.

That makes it a useful companion to the volume ratio when you want to know whether direction came from many small pushes or a few heavy prints.

uptick_volume_percentage

Uptick Volume %

Uptick Volume % shows what share of traded volume occurred while price was moving upward.

It is an intuitive measure for spotting intervals where positive price progression was supported by meaningful participation rather than by sparse prints.

unchanged_volume_percentage

Unchanged Volume %

Unchanged Volume % captures how much volume traded without moving the last price.

A high reading can indicate heavier matching at stable quotes, stronger passive replenishment, or a temporary equilibrium between buyers and sellers.

uptick_count_percentage

Uptick Count %

Uptick Count % expresses the share of price-changing events that moved upward during the interval.

Because it ignores size, it is especially good at showing whether the tape rhythm itself was persistently positive or negative.

Endpoint

/api/v1/data/updownticks

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. Sub-minute intervals (15s, 30s) require a Tier 3 subscription.

15s30s1m5m15m30m1h4h1d

exchangereqstring

string

Source exchange for the data.

binance-futuresokx-perpshyperliquid-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 every file covering the range — one per month before 2026-08-01, one per day from 2026-08-01 onwards

Schema

filesobject[]required

yearintegerrequired

Year of the data file

monthintegerrequired

Month of the data file (1-12)

dayinteger

Day of the data file (1-31). Present only on daily files, i.e. those covering 2026-08-01 onwards. Absent on monthly files, which cover an entire calendar month.

urlstring<uri>required

Example

{
  "files": [
    {
      "year": 2026,
      "month": 6,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-06.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 7,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-07.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 1,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-01.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 2,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-02.parquet?X-Amz-Expires=300&..."
    }
  ]
}

Try It

Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.

timestamp*

interval*

exchange*

symbol*

Suggestions shown — any valid value accepted

start_date*

Suggestions shown — any valid value accepted

end_date*

Suggestions shown — any valid value accepted

Authentication

X-API-KEY*

GET

/api/v1/data/preview/updownticks?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31

Response will appear here

Try Free Preview Data

Access a curated slice of real production data with just an account — no credit card or subscription required. Pair it with our research notebooks to get started instantly.

Use with AI Agents

Access Up / Down Tick Metrics programmatically via our Python SDK and REST API — optimised for autonomous research workflows.

Get Started

Subscribe to get full API access. Start querying all datasets in minutes.