ofi
Computes order-flow imbalance per time bin from consecutive book snapshots for a symbol across a time window, revealing buy and sell pressure.
Instructions
Order-flow imbalance per time bin, from consecutive book snapshots.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end_ns | Yes | ||
| symbol | Yes | ||
| interval | No | 1m | |
| start_ns | Yes | ||
| asset_class | No | Which market answers. Inferred from the symbol's source when omitted. |