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Up / Down Tick Metrics

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

CodeAPI DocsTry 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

Category

Trades

Intervals
1m5m15m30m1h4h1d
Requires Prime
1s

Requires timestamp=true

Exchanges
binance-futuresokx-perpshyperliquid-perps
Fields14
uptick_countUptick CountNumber of trades priced above the previous trade
downtick_countDowntick CountNumber of trades priced below the previous trade
unchanged_countUnchanged CountNumber of trades priced the same as the previous trade
uptick_volumeUptick VolumeTotal traded quantity on upticks
downtick_volumeDowntick VolumeTotal traded quantity on downticks
unchanged_volumeUnchanged VolumeTotal traded quantity on unchanged ticks
uptick_downtick_volume_ratioUptick/Downtick Volume RatioUptick traded quantity divided by downtick traded quantity
uptick_downtick_count_ratioUptick/Downtick Count RatioUptick trade count divided by downtick trade count
uptick_count_percentageUptick Count %Share of trades that were upticks
downtick_count_percentageDowntick Count %Share of trades that were downticks
unchanged_count_percentageUnchanged Count %Share of trades that were unchanged ticks
uptick_volume_percentageUptick Volume %Share of traded quantity that occurred on upticks
downtick_volume_percentageDowntick Volume %Share of traded quantity that occurred on downticks
unchanged_volume_percentageUnchanged Volume %Share of traded quantity that occurred on unchanged ticks
Example Request
from datetime import date
from aperiodic import get_metrics
df = get_metrics(
    api_key="YOUR_API_KEY",
    metric="updownticks",
    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-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 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
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Authentication
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GET/api/v1/data/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

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