Trades
Uptick and downtick count, volume, ratios and percentages based on price movement direction.
Need the ticks behind this metric? Prime + Raw includes raw trades.
Shown: unchanged_count_percentage, hourly, 1–31 January 2024, from this page's Sample CSV · extreme: 80.1%, 21 Jan, 08:00 UTC · built with updownticks
uptick_downtick_volume_ratioThis 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_ratioThe 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_percentageUptick 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_percentageUnchanged 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_percentageUptick 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.
/api/v1/data/updownticks| Field | Name | Description |
|---|---|---|
uptick_count | Uptick Count | Number of trades priced above the previous trade |
downtick_count | Downtick Count | Number of trades priced below the previous trade |
unchanged_count | Unchanged Count | Number of trades priced the same as the previous trade |
uptick_volume | Uptick Volume | Total traded quantity on upticks |
downtick_volume | Downtick Volume | Total traded quantity on downticks |
unchanged_volume | Unchanged Volume | Total traded quantity on unchanged ticks |
uptick_downtick_volume_ratio | Uptick/Downtick Volume Ratio | Uptick traded quantity divided by downtick traded quantity |
uptick_downtick_count_ratio | Uptick/Downtick Count Ratio | Uptick trade count divided by downtick trade count |
uptick_count_percentage | Uptick Count % | Share of trades that were upticks |
downtick_count_percentage | Downtick Count % | Share of trades that were downticks |
unchanged_count_percentage | Unchanged Count % | Share of trades that were unchanged ticks |
uptick_volume_percentage | Uptick Volume % | Share of traded quantity that occurred on upticks |
downtick_volume_percentage | Downtick Volume % | Share of traded quantity that occurred on downticks |
unchanged_volume_percentage | Unchanged Volume % | Share of traded quantity that occurred on unchanged ticks |
# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"
# Free preview — no API key required
aperiodic updownticks --preview \
--exchange binance-futures \
--symbol perpetual-BTC-USDT:USDT \
--interval 5m \
--timestamp exchange \
--start-date 2025-05-01 \
--end-date 2025-05-31 \
--output-dir ./data && echo "Saved to $PWD/data"Every new row as it is computed, over WebSocket at wss://stream.aperiodic.io/v1/stream. Authenticate with your API key in the X-API-KEY header and subscribe to channels named updownticks.<exchange>.<interval>, on intervals 15s, 30s, 1m, 5m, 15m, 30m, 1h, 4h, 1d (15s and 30s on Institutional Live only). Streaming is included on Live plans.
pip install "aperiodic[stream]"import os
from aperiodic import stream
for message in stream(
api_key=os.environ["APERIODIC_API_KEY"],
dataset="updownticks",
exchange="binance-futures",
interval="1m",
symbols=["perpetual-BTC-USDT:USDT"], # omit for every symbol on your plan
):
print(message.channel, message.snapshot, message.data)timestampreqstringTimestamp source. 'exchange' uses the exchange-reported timestamp, 'true' uses actual arrival time at our servers.
exchangetrueintervalreqstringAggregation time interval for the data. Sub-minute intervals (15s, 30s) require an Institutional plan.
15s30s1m5m15m30m1h4h1dexchangereqstringSource exchange for the data.
binance-futuresokx-perpshyperliquid-perpssymbolreqstringTrading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas
start_datereqstring<date>Start date for the data range (YYYY-MM-DD format). A metric series starts on the first day of the raw series it is computed from (see /metadata/raw); raw trades and quotes start binance-futures from 2020-01-01, okx-perps from 2019-09-01, hyperliquid-perps from 2025-01-01. Earlier days return no files. How far back you can go depends on the plan: 5 years on Pro, full history on Prime, Prime + Raw and Institutional. An earlier start_date than the plan reaches returns 403.
end_datereqstring<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 existing file covering the range from the series' published start — one per month before 2026-08-01, one per day from 2026-08-01 onwards
filesobject[]requiredFiles 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.
yearintegerrequiredYear of the data file
monthintegerrequiredMonth of the data file (1-12)
dayintegerDay 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>requiredPresigned 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.
{
"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&..."
}
]
}
Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.
/api/v1/data/preview/updownticks?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31Access 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.