Browse all readings

Research Readings taker-buy share of recent flow

Trade flow

taker-buy share of recent flow

Taker-buy share of traded notional over the trailing 15 minutes.

Observed
measured over the trailing 15 minutes
Unit
ratio
Valid range
0 to 1

Example: A recorded value of 0.65 ratio can be used in the editable condition below.

Use in Research
Technical details

Field ID

feature.taker_buy_ratio_15m

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.taker_buy_ratio_15m",
        "gte",
        0.65
      ],
      [
        "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