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Liquidation Buy Orders (Units)

Definition

The sum of all reported volume in native units of buy orders that were used to close short positions under liquidation for a specific market in our coverage universe.
Name
MetricID
Category
Subcategory
Type
Unit
Interval
Reported Liquidation Buy Orders (Units), 5 Min
liquidations_reported_future_buy_units_5m
Liquidations
Futures
Sum
Native Units
5m
Reported Liquidation Buy Orders (Units), 1 Hour
liquidations_reported_future_buy_units_1h
Liquidations
Futures
Sum
Native Units
1h
Reported Liquidation Buy Orders (Units), 1 Day
liquidations_reported_future_buy_units_1d
Liquidations
Futures
Sum
Native Units
1d

Details

Our reported liquidations metric is an aggregation of the reported liquidations from an exchange.

Examples

A sample of the daily reported liquidation buy orders for the Binance BTCUSDT futures market is shown below:
market
time
liquidations_reported_future_buy_units_1d
binance-BTCUSDT-future
2022-01-01 00:00:00
84.918
binance-BTCUSDT-future
2022-01-02 00:00:00
80.595
binance-BTCUSDT-future
2022-01-03 00:00:00
74.007
binance-BTCUSDT-future
2022-01-04 00:00:00
109.399
  • market. The IDs of the markets.
  • time. The time in ISO 8601 date-time format.
  • liquidations_reported_future_buy_units_1d. The reported volume of liquidation buy orders in native units.

Release History

  • Release Version. Market Data Feed 2.6 (July 2022)