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liquidations_reported_future_sell_units.md

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Liquidation Sell Orders (Units)

Definition

The sum of all reported volume in native units of sell orders that were used to close long positions under liquidation for a specific market in our coverage universe.

Name MetricID Category Subcategory Type Unit Interval
Reported Liquidation Sell Orders (Units), 5 Min liquidations_reported_future_sell_units_5m Liquidations Futures Sum Native Units 5m
Reported Liquidation Sell Orders (Units), 1 Hour liquidations_reported_future_sell_units_1h Liquidations Futures Sum Native Units 1h
Reported Liquidation Sell Orders (Units), 1 Day liquidations_reported_future_sell_units_1d Liquidations Futures Sum Native Units 1d

Details

Our reported liquidations metric is an aggregation of the reported liquidations from an exchange.

Examples

A sample of the daily reported liquidation sell orders for the Binance BTCUSDT futures market is shown below:

market time liquidations_reported_future_sell_units_1d
binance-BTCUSDT-future 2022-01-01 00:00:00 60.012
binance-BTCUSDT-future 2022-01-02 00:00:00 114.786
binance-BTCUSDT-future 2022-01-03 00:00:00 177.809
binance-BTCUSDT-future 2022-01-04 00:00:00 386.542
  • market. The IDs of the markets.
  • time. The time in ISO 8601 date-time format.
  • liquidations_reported_future_sell_units_1d. The reported volume of liquidation sell orders in native units.

Release History

  • Release Version. Market Data Feed 2.6 (July 2022)