liquidation burst against this market's own history

Percentile rank of the trailing minute's peak forced-liquidation rate (USD per second over a 15-second window, evaluated at each liquidation as it prints) against this symbol's own recent history, updated once per one-minute cell. Ranks the raw rate, not liq_intensity_norm, so no moving baseline and no ceiling. Most minutes have a peak of zero, so the rank is informative in its upper tail only, exactly where liquidations are happening. Absent until 100 cells and while the symbol's recent history holds no liquidation at all.

Observed: read at the minute itself
Unit: percentile
Valid range: 0 to 1

Example: A recorded value of 0.9 percentile can be used in the editable condition below.

Use in Research

Technical details

Field ID

feature.liq_intensity_pctrank

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.liq_intensity_pctrank",
        "gte",
        0.9
      ],
      [
        "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

Cascade clustering feature.cascade_clustering_index
Liquidation intensity feature.liq_intensity_norm
Liquidations in the trailing hour feature.liq_notional_usd_1h
Longs liquidated in the trailing hour feature.liq_long_notional_usd_1h
Shorts liquidated in the trailing hour feature.liq_short_notional_usd_1h
distance down to the nearest bright 50x to 100x liquidation shelf feature.liq_field_dist_below_near_pct