Data
One source for every market: Capture archives every frame, Derive prepares history from it, the data hub serves both.
Flowscope has one source of market data. Every chart, bar, footprint, heatmap and figure you see comes from it, live and history alike:
venues → Capture → raw archive → Derive → derived history
└──────────┬───────────┘
data hub → website (/hub) → the terminal| Piece | What it does |
|---|---|
| Capture | The only process that talks to the exchanges for market data. It files every websocket frame of every captured market, untouched, with the time it arrived, plus the REST answers it took, into the raw archive: one file per market and hour. |
| Raw archive | The one source of truth. Sealed hours never change; every view is derived from them and can be derived again after a fix. |
| Derive | Replays every sealed hour through the same engine a live chart runs: books, liquidity runs, minute footprints, context, modeled liquidation levels. It writes day segments, heatmap tiles at several resolutions and seconds bars. |
| Data hub | Tails the archive for live streams and serves the derived history. It never asks an exchange for anything. |
What this means for a chart
- History begins where the archive does. No venue publishes historical order books, and Flowscope builds bars and footprints from the trades it recorded, not from a venue’s candles. Before a market was captured, its chart has no bars.
- Nothing is filled from elsewhere. A minute Capture did not cover stays Unavailable; a minute it covered only in part is Partial.
- Live and history agree. Both come from the same archive through the same engine, so the heatmap, footprints and bars do not jump where history meets the live part.
What is kept
| Data | Kept as | Served at |
|---|---|---|
| Minute footprints with trade counts and size bands, minute context (open interest, funding, liquidations, depth) | One day segment per market and UTC day | /v1/segments/… |
| Order-book liquidity and modeled liquidation levels | Hourly heatmap tiles at full, 5 s, 1 min, 5 min and 1 h resolution | /v1/heatmap/…, /v1/liqmap/… |
| Seconds bars (1–45 s) and prepared footprint views | Hourly and daily prepared files | /v1/chart/… |
| Hyperliquid take-profit, stop and liquidation levels, positioning footprints | Level runs and footprint minutes per coin and day | /v1/hl/… |
| BTC and ETH option chains on Deribit, once a minute | Snapshots per coin and day | /v1/options/… |