Get Spot-ETF Net-Flow Trend (BTC / ETH / SOL)
arena_get_etf_flowsSpot-ETF net flows (USD millions) — is the flow impulse turning or accelerating? The summary only gives point-in-time deltas; this exposes the trend: 30d/90d net flow, a direction label (inflows/outflows/flat) and a daily series (every US trading day: cumulative inflow + that day's net flow; resolution states points and spacing) so direction and speed are visible, not just a single delta. Read impulse for what the flow is doing — it has four states (accelerating / decelerating / reversal / flat) and is the field to quote. Two neighbouring fields measure different things and are easy to confuse: acceleration_usd_m is the signed difference last-30d minus prior-30d and gets LARGE precisely when the flow reverses, while the older boolean accelerating requires the same direction AND a bigger magnitude — so a swing from outflows to inflows shows a big positive acceleration_usd_m together with accelerating: false, which is correct and reads like a contradiction. impulse reports that case as 'reversal'. When impulse is 'reversal', reversal_recovered_pct says how much of the preceding counter-move has actually come back, with its denominator in reversal_basis_usd_m — quote it alongside, because a reversal in direction is not yet a reversal in the stock. Both are null otherwise. source_inconsistencies lists the days on which the source's own daily net flow and the change of its cumulative disagree (BTC: 2 of ~700 days, 2026-04-23/24 — the two-day sum matches, the day split does not); cumulative deltas and the 30d/90d windows are unaffected, per-day sums over those dates are. NYSE closing days that the source still lists come back with net_flow_usd_m null and market_closed: true (a closed market is not a zero flow). availability states when a day's flow was first known (measured from our own ingest; the source has no publication time) — use it for point-in-time work. For long windows pass format: 'columns' (parallel arrays, far smaller). Default BTC; pass asset=ETH or asset=SOL. Source SoSoValue. [Free tier]
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No | Length of the returned daily series in days (every US trading day in the window). Default 365, clamped 7–1095. | |
| asset | No | Which spot-ETF flows. Default BTC. | |
| format | No | Default 'rows' (series[] of objects). 'columns' returns series_columns instead — parallel arrays (date, cum_net_inflow_usd_m, net_flow_usd_m, market_closed) with each field name once; use it for long windows, it is much smaller. |