Dollar volume over 15 minutes

Traded notional in USD over the trailing 15 minutes: price times quantity, summed on one-minute cells. Raw notional, so one threshold means a different thing on different symbols and pooling across symbols measures universe composition; volume_usd_pctrank is the within-symbol form. Present(0) on a covered window with no trades; Absent until the window is covered.

Observed: measured over the trailing 15 minutes
Unit: usd
Valid range: 0 to 1000000000000000

Example: A recorded value of 750000000000000 usd can be used in the editable condition below.

Use in Research

Technical details

Field ID

feature.volume_usd_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 derived from the valid range. 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.volume_usd_15m",
        "gte",
        750000000000000
      ],
      [
        "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

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
Price impact per dollar traded feature.amihud_illiq_1h