Breaking down the Order Flow API call
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
Sign up for free API data or upgrade your access @ https://api.vantagecrypto.com | Users can also see this data live @ https://vcdepth.io and selecting the appropriate fields, chart options and information panel.