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)

Last updated