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#SymbolOrder Book SummaryTaker Flow Summary 4hTaker Flow Summary 30mChart4h SummaryChart30m SummaryFunding Open Interest SummaryLong Short Acc Summary
1TWTUSDT
Data Ok
true
Fetched At
2025-12-06T10:50:05.306Z
Count
37
Mid
1.00855
Spread
0.0026999999999999247
Spread Bps Vs Mark
26.822
Mid Vs Mark Bps
18.937
Mid Vs Mark Slope Bps
-0.04266133593932864
Mid Vs Mark Convexity
-0.03981724687670649
Signals
Tndi
-0.8107510938500214
Micro Delta
-0.2493658762955897
Vwap Skew
0.3586812365070571
Depth Skew Bps 5
0
Depth Skew Bps 10
0
Depth Skew Bps 20
-0.8783743173359192
Walls
Top Bid
NULL
Top Ask
NULL
Depth Within Bps
5
Bid Qty
0
Ask Qty
0
Bid Notional
0
Ask Notional
0
10
Bid Qty
0
Ask Qty
0
Bid Notional
0
Ask Notional
0
20
Bid Qty
2699410
Ask Qty
41689405.6
Bid Notional
2717907.4134
Ask Notional
42111609.36151
Impact
Buy
Item 1
Qty
0.05
Filled
0.05
Slippage Bps
0
Item 2
Qty
0.2
Filled
0.2
Slippage Bps
0
Item 3
Qty
1
Filled
1
Slippage Bps
0
Sell
Item 1
Qty
0.05
Filled
0.05
Slippage Bps
0
Item 2
Qty
0.2
Filled
0.2
Slippage Bps
0
Item 3
Qty
1
Filled
1
Slippage Bps
0
Qty Base
0.05, 0.2, 1
By Bps
Bps 5
Bid Qty
0
Ask Qty
0
Bid Notional
0
Ask Notional
0
Bps 10
Bid Qty
0
Ask Qty
0
Bid Notional
0
Ask Notional
0
Microprice K
Item 1
K
3
Micro Delta K
-0.23815087891790265
Item 2
K
5
Micro Delta K
-0.22392884836392732
Resiliency
Near Touch Depth
10029115.700000001
First Gap Ask
0.00009999999999998899
First Gap Bid
0.00009999999999998899
Score
0.748
Top
Bid
Price
1.0072
Q
12719.4
Ask
Price
1.0099
Q
10016396.3
Meta
Ticksize
0.0001
Mark Price
1.00664375
Count
180
Start Time
2025-11-06T08:00:00.000Z
End Time
2025-12-06T04:00:00.000Z
Time Window
29d 20h
Volumes
Taker Buy
103555320
Taker Sell
106955697
Buy Sell Ratio Agg
0.9682
Last Bar
Buy Vol
81980
Sell Vol
78793
Buy Sell Ratio
1.0404
Cvd
Latest
-3400377
Change
-3380346
Min
-3498520
Max
-19358
Last Delta
3187
Last Delta Z
0.27
Pct Positive Bars
0.461
Up Streak
6
Down Streak
7
Recent
N
12
Taker Buy
3488300
Taker Sell
3557033
Buy Sell Ratio
0.9807
Net Delta
-68733
Cvd Slope Per Bar
-4828.909091
Bias
balanced
Momentum
CVD falling
Signals
Pressure
balanced
Cvd Trend
Down
Strong Latest Sell Hit
false
Strong Latest Buy Lift
false
Meta
Fetched At
2025-12-06T10:50:05.591Z
Freshness Ms
24605591
Data Ok
true
Count
360
Start Time
2025-11-28T22:30:00.000Z
End Time
2025-12-06T10:00:00.000Z
Time Window
7d 11h 30m
Volumes
Taker Buy
30664573
Taker Sell
31907766
Buy Sell Ratio Agg
0.961
Last Bar
Buy Vol
5871
Sell Vol
9499
Buy Sell Ratio
0.6181
Cvd
Latest
-1243193
Change
-1249886
Min
-1340188
Max
424267
Last Delta
-3628
Last Delta Z
0
Pct Positive Bars
0.489
Up Streak
11
Down Streak
13
Recent
N
12
Taker Buy
129381
Taker Sell
123194
Buy Sell Ratio
1.0502
Net Delta
6187
Cvd Slope Per Bar
784.545455
Bias
balanced
Momentum
CVD rising
Signals
Pressure
balanced
Cvd Trend
Up
Strong Latest Sell Hit
false
Strong Latest Buy Lift
false
Meta
Fetched At
2025-12-06T10:50:05.878Z
Freshness Ms
3005878
Data Ok
true
Count
720 candles
Start Time
2025-08-08T12:00:00.000Z
End Time
2025-12-06T08:00:00.000Z
Time Window
119d 20h
Trend
Ret Z 24h
0.14162410872133296
Med Abs Z 24h
0.6744907593166587
Gt2 Sigma Share 24h
16.67%
Ret Z 1 W
0.05712399746429409
Med Abs Z 1 W
0.674490759411287
Gt2 Sigma Share 1 W
11.90%
Ret Z 1 M
0.006053819775030855
Med Abs Z 1 M
0.674490759411331
Gt2 Sigma Share 1 M
13.89%
Volatility
Atr
0.01784311814586925
Atrpct
1.77%
Volatility Percentile
Pct 24h
16.67%
Pct 1 W
26.19%
Pct 1 M
12.22%
Volume
Avg Volume 24h
19059018.53333333
Avg Volume 1 W
39133015.45476189
Avg Volume 1 M
22271750.0488889
Activity
Trades Z 24h
-4
Size Z 24h
-0.747176383642709
Trades Z 1 W
-1.4821451861082537
Size Z 1 W
-0.7785586351393423
Trades Z 1 M
-1.4476570189506917
Size Z 1 M
-1.0156883133141699
Participation Point
Taker Buy Pct
6.93%
Buy Pct
6.93%
Bsr
0.07444564638158419
Participation
Med Abs Z 24h
0.6744907594765951
Gt2 Sigma Share 24h
33.33%
Med Abs Z 1 W
0.6744907594765952
Gt2 Sigma Share 1 W
19.05%
Med Abs Z 1 M
0.6744907594765952
Gt2 Sigma Share 1 M
22.22%
Vwap
Vwap Last
1.1941979730256687
Drift Vs Last Pct
-15.66%
Flow Toxicity
Vpin
0.568323153251059
Volume Profile
Bins
100
Bars200
Poc
0.98
Va Low
0.98
Va High
1.13
Bars500
Poc
1.22
Va Low
1.03
Va High
1.4
Bars720
Poc
1.22
Va Low
0.97
Va High
1.29
Cvd
Cvd Last
580603215.6000005
Cvd Ma Last
617215567.2013717
Slope Per Bar
-9105481.933333317
Return
Ret 24h
-1.42%
Ret 1 W
-3.13%
Ret 1 M
-16.77%
Indicators
Ehlers Ss Ma100
Value
1.0147776116906768
Vs Price
price below
Slope
up
Delta Price Pct
-0.75%
Price Cross
Last Cross Up Hours Ago
20
Last Cross Down Hours Ago
4
Sma200
Value
1.1215009999999968
Vs Price
price below
Slope
down
Delta Price Pct
-10.19%
Price Cross
Last Cross Up Hours Ago
153
Last Cross Down Hours Ago
151
Rsi
Rsi56
45.15900396859719
Rsi Ehlers Ma
43.979049769746524
Rsi Vs Ma
RSI above MA
Rsi Cross Ma
Last Cross Up Hours Ago
22
Last Cross Down Hours Ago
51
Rsi Cross50
Last Cross Up Hours Ago
16
Last Cross Down Hours Ago
14
Meta
Fetched At
2025-12-06T10:50:06.237Z
End Time Ms
1765008000000
Data Ok
true
Count
720 candles
Start Time
2025-11-21T11:00:00.000Z
End Time
2025-12-06T10:30:00.000Z
Time Window
14d 23h 30m
Trend
Ret Z 24h
0.5051894517349652
Med Abs Z 24h
0.6744907592021205
Gt2 Sigma Share 24h
14.58%
Ret Z 1 W
0.2055444058118986
Med Abs Z 1 W
0.6744907592761012
Gt2 Sigma Share 1 W
11.31%
Ret Z 2 W
0.21286962032862183
Med Abs Z 2 W
0.6744907592681091
Gt2 Sigma Share 2 W
12.05%
Volatility
Atr
0.006428033375566976
Atrpct
0.64%
Volatility Percentile
Pct 24h
2.08%
Pct 1 W
15.48%
Pct 2 W
13.54%
Volume
Avg Volume 24h
2382636.36875
Avg Volume 1 W
4891655.301785715
Avg Volume 2 W
3391014.227976187
Activity
Trades Z 24h
-2.2995186896441333
Size Z 24h
-0.16713768596748468
Trades Z 1 W
-1.4067950126226079
Size Z 1 W
-0.35235483353383257
Trades Z 2 W
-1.2614521837539343
Size Z 2 W
-0.33704338149938484
Participation Point
Taker Buy Pct
1.35%
Buy Pct
1.35%
Bsr
0.013634523929980776
Participation
Med Abs Z 24h
0.674490759476595
Gt2 Sigma Share 24h
35.42%
Med Abs Z 1 W
0.674490759476595
Gt2 Sigma Share 1 W
43.15%
Med Abs Z 2 W
0.6744907594765952
Gt2 Sigma Share 2 W
39.73%
Vwap
Vwap Last
1.0177645686631718
Drift Vs Last Pct
-1.04%
Flow Toxicity
Vpin
0.7576688356422409
Volume Profile
Bins
100
Bars200
Poc
0.98
Va Low
0.98
Va High
1.04
Bars500
Poc
0.98
Va Low
0.97
Va High
1.07
Bars720
Poc
0.98
Va Low
0.97
Va High
1.06
Cvd
Cvd Last
-32476834.99999972
Cvd Ma Last
-31265937.126527924
Slope Per Bar
-1138263.90625
Return
Ret 24h
-1.76%
Ret 1 W
-3.11%
Ret 2 W
-3.19%
Indicators
Ehlers Ss Ma100
Value
1.0069706030909684
Vs Price
price above
Slope
down
Delta Price Pct
0.02%
Price Cross
Last Cross Up Hours Ago
0
Last Cross Down Hours Ago
1
Sma200
Value
1.0255000000000023
Vs Price
price below
Slope
up
Delta Price Pct
-1.78%
Price Cross
Last Cross Up Hours Ago
180
Last Cross Down Hours Ago
37
Rsi
Rsi56
45.736171047299045
Rsi Ehlers Ma
47.749592740902905
Rsi Vs Ma
RSI below MA
Rsi Cross Ma
Last Cross Up Hours Ago
206
Last Cross Down Hours Ago
103
Rsi Cross50
Last Cross Up Hours Ago
69
Last Cross Down Hours Ago
53
Meta
Fetched At
2025-12-06T10:50:06.569Z
End Time Ms
1765017000000
Data Ok
true
Count
180
Start Time
2025-10-07 08:00 UTC
End Time
2025-12-06 08:00 UTC
Time Window
60d
Fetched At
2025-12-06T10:50:09.078Z
Data Ok
true
Has Funding
true
Has Premium
true
Has Price
true
Has Oi
true
Data
Cadence
Intervals Per Day
3.00
Interval Seconds
28800
Policy Interval Hours
4
Inferred Interval Hours
8
Interval Mismatch Flag
true
Latest
Last Funding (per Interval)
0.010%
Last Funding (per Day)
0.030%
Last Funding (annualized, Winsorized)
10.950%
Premium Proxy (annualized, Winsorized)
0.000%
Basis Gap (annualized)
-10.950%
Mark Index Spread
-0.0009671899999998956
Mark Index Spread %
-0.096%
Windows
Z Score
24hrs
0.46
1 Week
-0.92
1 Month
-0.82
Percentile
24hrs
48.1%
1 Week
13.5%
1 Month
16.0%
Trend (bps/day)
24hrs
0.00 bps
1 Week
-17.66 bps
1 Month
-5.98 bps
Trend (per Day Funding, Bps/day)
24hrs
0.00 bps
1 Week
-0.05 bps
1 Month
-0.02 bps
Means (annualized)
24hrs
9.006%
1 Week
4.507%
1 Month
7.883%
Streak
24hrs
POS x9
1 Week
POS x9
1 Month
POS x9
Pos Rate%
24hrs
100.0%
1 Week
90.5%
1 Month
93.3%
Cum Funding (raw %)
24hrs
0.025%
1 Week
0.086%
1 Month
0.641%
Outliers (>3σ)
24hrs
0
1 Week
1
1 Month
3
Winsorized Share%
Cap Pa
3285%
24hrs
0.00%
1 Week
0.00%
1 Month
0.00%
Pred Coverage (premium Data)
24hrs
543/543
1 Week
561/561
1 Month
629/629
Regime
24hrs
MeanRevert
1 Week
MeanRevert
1 Month
MeanRevert
Open Interest
Current
5250474
Z
24hrs
0.46
1 Week
-0.92
1 Month
-0.82
Percentile
24hrs
48.1%
1 Week
13.5%
1 Month
16.0%
Δoi% (hist → Latest)
24hrs
-0.31%
1 Week
0.58%
1 Month
-13.08%
Δoi$% (notional)
24hrs
-3.05%
1 Week
-2.85%
1 Month
-14.11%
Trend
24hrs
up
1 Week
down
1 Month
up
Divergence
24hrs
none
1 Week
price_down_oi_up
1 Month
none
Carry
Funding $per Day Market
1586.21
Funding $per Day Per $100k
30
Funding Bps Per Day
3
Next Funding
Time Utc
2025-12-06 12:00 UTC
Time To Next
4h
Est Per Day Clamped
0.000%
Caps
Cap
0.02
Floor
-0.02
Premium
Drift 6h Avg
0
Coverage
720/720
Correlations
Ret4h Vs Premium Close
-0.015
Ret4h Vs Funding Ann Nearest
0.014
High 4hours Period
Global
Ratio
0.8587
Long Share
0.462
Short Share
0.538
Positioning
short
Z 24h
-0.348
Z 1 W
-0.554
Count
180
Top Accounts
Ratio
1.0092
Long Share
0.5023
Short Share
0.4977
Positioning
balanced
Z 24h
-0.709
Z 1 W
-0.781
Count
180
Top Positions
Ratio
2.3573
Long Share
0.7021
Short Share
0.2979
Positioning
long
Z 24h
-0.98
Z 1 W
-1.278
Count
180
Low 30minutes Period
Global
Ratio
0.8532
Long Share
0.4604
Short Share
0.5396
Positioning
short
Z 24h
-0.329
Z 1 W
-0.542
Count
360
Top Accounts
Ratio
1.0008
Long Share
0.5002
Short Share
0.4998
Positioning
balanced
Z 24h
-0.709
Z 1 W
-0.773
Count
360
Top Positions
Ratio
2.3608
Long Share
0.7025
Short Share
0.2975
Positioning
long
Z 24h
-0.974
Z 1 W
-1.244
Count
360
Meta
Fetched At
2025-12-06T10:50:10.696Z