Absorption cross-section
absorption_marketWHICH tickers are having their order flow ABSORBED right now - large flow moving price less than the continuous-tape Kyle-lambda model explains - for a date (default latest): one row per ticker with the absorption strength percentile, the side, the pre-event context and whether it is tradeable (DROP context + Q3/Q4), plus whole-market breadth. row_semantics says whether each row is the day's PEAK event (settled session) or the LATEST one (live). This is an EVENT FEED, not a validated signal: the regime gate is long-only (SPY 63-day return > 0) and fails in bear tapes, auction windows are excluded as mechanical artifacts, and provisional=true means the event was detected live without calibration. Check coverage.completeness before concluding the tape is quiet - a degraded feed looks identical to a calm one. Use for 'who is absorbing selling today?'. Pro.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "absorption_market"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | YYYY-MM-DD (default latest) | |
| limit | No | Rows to return (default 50) | |
| min_pctile | No | Minimum absorption percentile (0-100) | |
| include_events | No | Attach each row's recent events | |
| tradeable_only | No | Only DROP context + Q3/Q4 rows |