Liquidation Buy Orders (USD)
Definition
The sum of all reported volume in U.S. dollars 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 (USD), 5 Min | liquidations_reported_future_buy_usd_5m | Liquidations | Futures | Sum | USD | 5m |
Reported Liquidation Buy Orders (USD), 1 Hour | liquidations_reported_future_buy_usd_1h | Liquidations | Futures | Sum | USD | 1h |
Reported Liquidation Buy Orders (USD), 1 Day | liquidations_reported_future_buy_usd_1d | Liquidations | Futures | Sum | USD | 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_usd_1d |
binance-BTCUSDT-future | 2022-01-01 00:00:00 | 3998040.835345 |
binance-BTCUSDT-future | 2022-01-02 00:00:00 | 3813877.390613 |
binance-BTCUSDT-future | 2022-01-03 00:00:00 | 3458893.546343 |
binance-BTCUSDT-future | 2022-01-04 00:00:00 | 5097647.77909 |
market. The IDs of the markets.
time. The time in ISO 8601 date-time format.
liquidations_reported_future_buy_usd_1d. The reported volume of liquidation buy orders in units of U.S. dollars.
Release History
Release Version. Market Data Feed 2.6 (July 2022)
Last updated