persistence of taker flow over the hour

Lag-one autocorrelation of signed one-minute taker flow over the trailing hour. Positive reads as persistent one-sided aggression (one sustained actor); near zero as uncorrelated two-sided churn; negative as alternation, the signature of mean-reverting market making. Describes the structure of aggression over time, where taker_buy_ratio_15m describes its level. Absent when the window is not covered, has too few populated minutes or a constant flow series.

Observed: measured over the trailing hour
Unit: ratio
Valid range: -1 to 1

Example: A recorded value of 0.3 ratio can be used in the editable condition below.

Use in Research

Technical details

Field ID

feature.flow_autocorr_1h

Valid query operators

at least, at most, between

Window operators: lowest, highest, average, latest or change in, over a trailing window.

Editable query preset

This preset is a starting point, not a recommendation. Edit it before running the search.

{
  "schema_version": "research_query.v2",
  "normalization_version": "archive_normalization.v1",
  "feature_version": "feature_defs.v1",
  "target": "record_occurrences",
  "where": {
    "all": [
      [
        "feature.flow_autocorr_1h",
        "gte",
        0.3
      ],
      [
        "times.anchor_time",
        "gte",
        "2025-07-15T00:00:00.000Z"
      ]
    ]
  },
  "sort": [
    "times.anchor_time",
    "desc"
  ],
  "page": {
    "limit": 5,
    "cursor": null
  }
}

The search reports how often the record held this condition and what followed. It does not decide whether an idea works.

Read alongside

Dollar volume over 15 minutes feature.volume_usd_15m
Flow toxicity against this market's own history feature.vpin_pctrank
Illiquidity against this market's own history feature.amihud_illiq_pctrank
Informed-trading pressure feature.vpin
Net taker flow over the trailing four hours feature.taker_net_ratio_4h
Net taker flow over the trailing hour feature.taker_net_ratio_1h