Breaking down the Order Flow API call

~ 0 min
2020-07-17 21:19

We introduce advance orderflow data from executed orders (differenciated volume) as well as order flow momentum by order type and average order size metrics by order type.

Making a call for order flow data returns the following data. See the graphic above that breaks down the API call response

--------------| Timezone (We always use UTC)
--------------| Timestamp of this response
--------------| Digital Asset queried
--------------| Market (Global, Derivatives, Eastern, Western, Individual Exchange)
--------------| Current price of this asset in USD
--------------| Current price of this asset in BTC
--------------| Executed Asks (Buys) last minute
--------------| Executed Bids(Sells) last minute
--------------| Order Flow Ratio (OFR) last minute
--------------| Percentage of sells <$100 over the last 24 hours
--------------| Percentage of sells <$50,000(USD) & >$100(USD) over the last 24 hours
--------------| Percentage of sells >$50,000(USD) over the last 24 hours
--------------| Percentage of sells over the last 24 hours that happened in the last hour
--------------| Percentage of sells over the last 24 hours that happened in the last six hours
--------------| Percentage of sells over the last 24 hours that happened more than 6 hours ago
--------------| Percentage of buys <$100 over the last 24 hours
--------------| Percentage of buys <$50,000(USD) & >$100(USD) over the last 24 hours
--------------| Percentage of buys >$50,000(USD) over the last 24 hours
--------------| Percentage of buys over the last 24 hours that happened in the last hour
--------------| Percentage of buys over the last 24 hours that happened in the last six hours
--------------| Percentage of buys over the last 24 hours that happened more than 6 hours ago

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