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records reference

Records produced by subscriptions and snapshot queries.

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View as Markdownllms.txt indexFull text for LLMs

A subscription is a record whose fields are series: chart.close is the current value and chart.close[1] the previous one. Market fields are nullable; a missing value plots as a gap.

Records

BookDepth

Flowscope Script
type BookDepth
FieldTypeHistoryDescription
timetime—Start time of the snapshot period.
binSizefloat—Book price-bin size.
bidQtyfloat—Bid quantity in the query range.
askQtyfloat—Ask quantity in the query range.
bidValuefloat—Bid quote value in the query range.
askValuefloat—Ask quote value in the query range.
bidLevelsint—Bid levels included in the query range.
askLevelsint—Ask levels included in the query range.
bidMinPricefloat?—Lowest bid price included, or null when empty.
bidMaxPricefloat?—Highest bid price included, or null when empty.
askMinPricefloat?—Lowest ask price included, or null when empty.
askMaxPricefloat?—Highest ask price included, or null when empty.
deltaQtyfloat—Bid quantity minus ask quantity.
deltaValuefloat—Bid value minus ask value.
totalQtyfloat—Bid plus ask quantity.
totalValuefloat—Bid plus ask value.
ratioQtyfloat—Quantity imbalance ratio; NaN when total quantity is 0.
ratioValuefloat—Value imbalance ratio; NaN when total value is 0.
ratiofloat—Default quote-value imbalance ratio; NaN when total value is 0.

BookLevel

Flowscope Script
type BookLevel
FieldTypeHistoryDescription
indexint—0-based level index within the side, 0 = best.
pricefloat—Level price.
qtyfloat—Level quantity.
valuefloat—Total value at this level: price * qty.

BookLevels

Flowscope Script
type BookLevels
FieldTypeHistoryDescription
lenint—Number of levels in the view; raw depth may be capped by your data plan.
timetime—Start time of the snapshot period.
binSizefloat—Book price-bin size.

BookSideSummary

Flowscope Script
type BookSideSummary
FieldTypeHistoryDescription
timetime—Start time of the snapshot period.
binSizefloat—Book price-bin size.
levelsint—Levels included in the band.
qtyfloat—Total quantity in the band.
valuefloat—Total quote value, summed as price times quantity in the band.
avgPricefloat—Quantity-weighted average price of the band (ladder VWAP): value / qty.
minPricefloat—Lowest level price included.
maxPricefloat—Highest level price included.

BookSub

Flowscope Script
type BookSub

CvdForming

Flowscope Script
type CvdForming
FieldTypeHistoryDescription
timetime?—Opening time of the forming bar.
openfloat?—Forming cumulative volume-delta open value.
highfloat?—Forming cumulative volume-delta high value.
lowfloat?—Forming cumulative volume-delta low value.
closefloat?—Forming cumulative volume-delta close value.
bucketint—CVD bucket group.
bucketLabelstring—CVD bucket label.
bucketMinUsdfloat?—CVD bucket minimum USD notional.
bucketMaxUsdfloat?—CVD bucket maximum USD notional.

CvdSub

Flowscope Script
type CvdSub
FieldTypeHistoryDescription
timetime?[n]Opening time of the confirmed bar.
openfloat?[n]Confirmed cumulative volume-delta open value.
highfloat?[n]Confirmed cumulative volume-delta high value.
lowfloat?[n]Confirmed cumulative volume-delta low value.
closefloat?[n]Confirmed cumulative volume-delta close value.
bucketint—CVD bucket group.
bucketLabelstring—CVD bucket label.
bucketMinUsdfloat?—CVD bucket minimum USD notional.
bucketMaxUsdfloat?—CVD bucket maximum USD notional.
formingCvdForming—Current forming CVD values. Read these values directly; history indexing with [n] is not supported.
isNewbool—True during an update in which this subscription confirmed at least one period.
isRealtimebool—True while the forming period receives live updates.
isHistorybool—True during history replay.
isFirstbool—True when index == 0.
indexint—Position of the current reference period in the loaded history, counting from 0.
isLastbool—True during live updates of the last loaded period, which is still forming. Always false during historical replay and inside on X.close, including the transition to live data. Use it in on X.update to draw only at the live edge.

FootprintBucket

Flowscope Script
type FootprintBucket
FieldTypeHistoryDescription
indexint—0-based bucket index, ascending by price.
fromfloat—Inclusive lower price bound of the bucket.
tofloat—Exclusive upper price bound of the bucket.
buyfloat—Buy volume re-binned into the bucket.
sellfloat—Sell volume re-binned into the bucket.
totalfloat—Total volume: buy + sell.
deltafloat—Volume delta: buy - sell.

OhlcvForming

Flowscope Script
type OhlcvForming
FieldTypeHistoryDescription
timetime?—Opening time of the forming bar.
openfloat?—Forming open price.
highfloat?—Forming high price.
lowfloat?—Forming low price.
closefloat?—Forming close price.
volumefloat?—Forming total volume.
buyVolumefloat?—Forming buy volume.
sellVolumefloat?—Forming sell volume.
buyCountint?—Forming buy trade count.
sellCountint?—Forming sell trade count.
tradesint?—Forming trade count.

OhlcvSub

Flowscope Script
type OhlcvSub
FieldTypeHistoryDescription
timetime?[n]Opening time of the confirmed bar. [n] looks back by this subscription’s periods.
openfloat?[n]Confirmed open price.
highfloat?[n]Confirmed high price.
lowfloat?[n]Confirmed low price.
closefloat?[n]Confirmed close price.
volumefloat?[n]Confirmed total volume.
buyVolumefloat?[n]Confirmed buy volume.
sellVolumefloat?[n]Confirmed sell volume.
buyCountint?[n]Confirmed buy trade count.
sellCountint?[n]Confirmed sell trade count.
tradesint?[n]Confirmed trade count.
formingOhlcvForming—Current forming OHLCV values. Read these values directly; history indexing with [n] is not supported.
isNewbool—True during an update in which this subscription confirmed at least one period.
isRealtimebool—True while the forming period receives live updates.
isHistorybool—True during history replay.
isFirstbool—True when index == 0.
indexint—Position of the current reference period in the loaded history, counting from 0.
isLastbool—True during live updates of the last loaded period, which is still forming. Always false during historical replay and inside on X.close, including the transition to live data. Use it in on X.update to draw only at the live edge.

OiForming

Flowscope Script
type OiForming
FieldTypeHistoryDescription
timetime?—Opening time of the forming bar.
openfloat?—Forming open-interest open value.
highfloat?—Forming open-interest high value.
lowfloat?—Forming open-interest low value.
closefloat?—Forming open-interest close value.

OiSub

Flowscope Script
type OiSub
FieldTypeHistoryDescription
timetime?[n]Opening time of the confirmed bar.
openfloat?[n]Confirmed open-interest open value.
highfloat?[n]Confirmed open-interest high value.
lowfloat?[n]Confirmed open-interest low value.
closefloat?[n]Confirmed open-interest close value.
formingOiForming—Current forming open-interest values. Read these values directly; history indexing with [n] is not supported.
isNewbool—True during an update in which this subscription confirmed at least one period.
isRealtimebool—True while the forming period receives live updates.
isHistorybool—True during history replay.
isFirstbool—True when index == 0.
indexint—Position of the current reference period in the loaded history, counting from 0.
isLastbool—True during live updates of the last loaded period, which is still forming. Always false during historical replay and inside on X.close, including the transition to live data. Use it in on X.update to draw only at the live edge.

Profile

Flowscope Script
type Profile

StatForming

Flowscope Script
type StatForming
FieldTypeHistoryDescription
timetime?—Opening time of the forming statistics bar.
sellLiqfloat?—Last-value sell liquidation value.
buyLiqfloat?—Last-value buy liquidation value.
markPricefloat?—Last-value mark price. Null when the feed carries no mark; aggregate exchange specs never have one.
fundingRatefloat?—Last-value funding rate.

StatSub

Flowscope Script
type StatSub
FieldTypeHistoryDescription
timetime?[n]Opening time of the confirmed statistics bar.
sellLiqfloat?[n]Confirmed sell liquidation value.
buyLiqfloat?[n]Confirmed buy liquidation value.
markPricefloat?[n]Confirmed mark price. Null when the feed carries no mark; aggregate exchange specs never have one.
fundingRatefloat?[n]Confirmed funding rate.
formingStatForming—Current last-value statistics view. Read these values directly; history indexing with [n] is not supported.
isNewbool—True during an update in which this subscription confirmed at least one period.
isRealtimebool—True while the forming period receives live updates.
isHistorybool—True during history replay.
isFirstbool—True when index == 0.
indexint—Position of the current reference period in the loaded history, counting from 0.
isLastbool—True during live updates of the last loaded period, which is still forming. Always false during historical replay and inside on X.close, including the transition to live data. Use it in on X.update to draw only at the live edge.

Trade

Flowscope Script
type Trade
FieldTypeHistoryDescription
timetime—Trade timestamp in Unix seconds, rounded down to a whole second.
pricefloat—Trade price.
sizefloat—Trade size, always positive.
isBuybool—true = aggressive buy, false = aggressive sell.

TradesSub

Flowscope Script
type TradesSub

VdForming

Flowscope Script
type VdForming
FieldTypeHistoryDescription
timetime?—Opening time of the forming bar.
openfloat?—Forming volume-delta open value.
highfloat?—Forming volume-delta high value.
lowfloat?—Forming volume-delta low value.
closefloat?—Forming volume-delta close value.
bucketint—Volume-delta bucket group.
bucketLabelstring—Volume-delta bucket label.
bucketMinUsdfloat?—Volume-delta bucket minimum USD notional.
bucketMaxUsdfloat?—Volume-delta bucket maximum USD notional.

VdSub

Flowscope Script
type VdSub
FieldTypeHistoryDescription
timetime?[n]Opening time of the confirmed bar.
openfloat?[n]Confirmed volume-delta open value.
highfloat?[n]Confirmed volume-delta high value.
lowfloat?[n]Confirmed volume-delta low value.
closefloat?[n]Confirmed volume-delta close value.
bucketint—Volume-delta bucket group.
bucketLabelstring—Volume-delta bucket label.
bucketMinUsdfloat?—Volume-delta bucket minimum USD notional.
bucketMaxUsdfloat?—Volume-delta bucket maximum USD notional.
formingVdForming—Current forming volume-delta values. Read these values directly; history indexing with [n] is not supported.
isNewbool—True during an update in which this subscription confirmed at least one period.
isRealtimebool—True while the forming period receives live updates.
isHistorybool—True during history replay.
isFirstbool—True when index == 0.
indexint—Position of the current reference period in the loaded history, counting from 0.
isLastbool—True during live updates of the last loaded period, which is still forming. Always false during historical replay and inside on X.close, including the transition to live data. Use it in on X.update to draw only at the live edge.

VolumeArea

Flowscope Script
type VolumeArea
FieldTypeHistoryDescription
pocPricefloat—Price with the largest value for the selected basis. Ties use the lowest price.
lowPricefloat—Value-area low (VAL).
highPricefloat—Value-area high (VAH).
buyfloat—Buy volume over the queried band.
sellfloat—Sell volume over the queried band.
totalfloat—Total volume over the queried band.
deltafloat—Buy minus sell volume over the queried band.
ratiofloat—Volume-delta ratio over the queried band (NaN when total is 0).
levelsint—Distinct price levels in the queried band.

VolumeBuckets

Flowscope Script
type VolumeBuckets
FieldTypeHistoryDescription
lenint—Number of buckets in the view.
timetime—Start time of the snapshot period.
binSizefloat—Finest source price-bin size of the re-binned snapshot.

VolumeLevel

Flowscope Script
type VolumeLevel
FieldTypeHistoryDescription
timetime—Start time of the snapshot period.
binSizefloat—Volume-profile price-bin size.
indexint—0-based level index, ascending by price.
pricefloat—Level price.
buyfloat—Buy volume at this level.
sellfloat—Sell volume at this level.
totalfloat—Buy plus sell volume.
deltafloat—Buy volume minus sell volume.
ratiofloat—Volume-delta ratio; NaN when total volume is 0.

VolumeLevels

Flowscope Script
type VolumeLevels
FieldTypeHistoryDescription
lenint—Number of stored profile levels in the view.
timetime—Start time of the snapshot period.
binSizefloat—Volume-profile price-bin size.

VolumeSub

Flowscope Script
type VolumeSub

VolumeSummary

Flowscope Script
type VolumeSummary
FieldTypeHistoryDescription
timetime—Start time of the snapshot period.
binSizefloat—Volume-profile price-bin size.
levelsint—Number of profile levels included.
minPricefloat—Lowest profile price included.
maxPricefloat—Highest profile price included.
buyfloat—Buy volume.
sellfloat—Sell volume.
totalfloat—Total volume.
deltafloat—Buy volume minus sell volume.
ratiofloat—Volume-delta ratio; NaN when total volume is 0.