SIX Flow Analytics
SIX Flow Analytics
SIX Flow Analytics
SIX Flow Analytics (SFA) provides flow-oriented analytics for SIX Swiss equities, such as activity intensity, directional flow signals, and time-of-day behavior derived from trading and quoting patterns. Useful for, liquidity profiling, execution analytics and research. SIX Market Signal delivers the product as a historical dataset with a daily update cadence (T+1).
Free Historical Trial Data
Prospective clients may benefit from a free trial of SIX Flow Analytics historical data before onboarding the T+1 product. The historical trial dataset is refreshed quarterly on a rolling basis and maintains a minimum three-month delay from the current date. For complimentary access to the historical trial dataset, please contact marketsignal@six-group.com.
Product Guide
Ordering the trial data or T+1 Products
- Signed SIX Analytics Agreement: For the trial data and/or the Analytics T+1 Product the signed Analytics Agreement is required.
- SIX Analytics General Terms and Conditions
- Order Form: Filled out order form
- Affiliate List: Subsidiaries, and any holding company of the User and any Subsidiary of such holding company. For the purpose of this definition, a subsidiary means a company in which the Distributor owns directly or indirectly more than 50% (fifty percent).
Start building with this dataset
Get API access in minutes.
Use Cases
- Flow composition and microstructure analysis
- Customer vs. non-customer participation monitoring
- Aggressive vs. passive flow profiling
- Auction vs. continuous activity breakdown
- Best-execution and venue analysis
- Quantitative research on Swiss equity trading
Highlights
The SIX_FLOW_ANALYTICS dataset provides insights into the order flow (per day and instrument) on SIX Swiss Exchange, with a breakdown of flow (overall, passive, aggressive, auction) by trading capacity ("customer" and "non-customer"). The dataset pairs naturally with SIX Flow Analytics 2.0 (participant-tier detail) and SIX Concentration Analytics (Member & Memberorg).
Provider
Methods
https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS?token=<your token>https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS/:isin?token=<your token>https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS/:isin/::mic?token=<your token>- https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS/CH0038863350?from=2026-07-01&to=2026-07-31
- https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS/CH0038863350?from=2026-07-01&to=2026-07-31&format=csv
- https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS/?range=2d
Time Series Query Parameters
You can use any time series query parameters with this dataset.
View the full documentation →
Response Attributes
| Key | Type | Description |
|---|---|---|
isin* key | string | ISO 6166 International Securities Identification Number of the instrument. |
date* index | string | Trading date the metrics are computed for (YYYY-MM-DD). |
currency* subkey | string | Trading currency of the instrument (ISO 4217). |
| group | string | Instrument/trading group the security belongs to. |
| trading_segment_id | integer | Identifier of the trading segment the instrument trades in. |
| trade_imbalance_customer | integer | Buy minus sell number of shares executed of customers. |
| aggressive_trade_imbalance_customer | integer | Buy minus sell number of shares aggressively executed of customers during continuous trading. |
| passive_trade_imbalance_customer | integer | Buy minus sell number of shares passively executed of customers during continuous trading. |
| auction_trade_imbalance_customer | integer | Buy minus sell number of shares executed of customers during the auctions and Trading-At-Last. |
| trade_volume_customer | integer | Total buy and sell number of shares executed of customers. |
| aggressive_trade_volume_customer | integer | Total buy and sell number of shares aggressively executed of customers during continuous trading. |
| passive_trade_volume_customer | integer | Total buy and sell number of shares passively executed of customers during continuous trading. |
| auction_trade_volume_customer | integer | Total buy and sell number of shares executed of customers during the auctions and Trading-At-Last. |
| trade_volume | integer | Total buy and sell number of shares executed. |
| aggressive_trade_volume | integer | Total buy and sell number of shares aggressively executed during continuous trading. |
| passive_trade_volume | integer | Total buy and sell number of shares passively executed during continuous trading. |
| auction_trade_volume | integer | Total buy and sell number of shares executed during the auctions and Trading-At-Last. |
| trade_value | number | Total buy and sell value executed denominated in trading currency. |
| aggressive_trade_value | float64 | Total buy and sell value aggressively executed during continuous trading denominated in trading currency. |
| passive_trade_value | float64 | Total buy and sell value passively executed during continuous trading denominated in trading currency. |
| auction_trade_value | float64 | Total buy and sell value executed during auctions and TradingAt-Last denominated in trading currency. |
* required