SIX Flow Analytics 2.0

SIX Flow Analytics 2.0

SIX Flow Analytics 2.0 (SFA2.0) 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 2.0 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

Category:
Analytics
Type:
historical
Workspace:
SIX
Dataset Id:
SIX_FLOW_ANALYTICS_V2
Region:
Switzerland
Records:
550,080
Newest Record:
10/26/2026
Oldest Record:
01/03/2014
Updated At:
10/27/2026

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Use Cases

  • Participant-tier flow analysis
  • Auction microstructure (open/close/volatility) studies
  • Order-imbalance research
  • Liquidity provision vs. taking analysis
  • Customer vs. proprietary participation monitoring
  • Quantitative research on Swiss equity trading

Highlights

The SIX_FLOW_ANALYTICS_V2 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, geographical origin of the flow and the Swiss EBBO routing instruction. The dataset pairs naturally with SIX_FLOW_ANALYTICS (summary view) and SIX Concentration Analytics (Member & Memberorg).

Provider

SIX Logo
Published BySIX

Methods

Time Series Query Parameters

You can use any time series query parameters with this dataset.
View the full documentation →

Response Attributes

KeyType
Description
isin* keystringISO 6166 International Securities Identification Number of the instrument.
date* indexstringTrading date the metrics are computed for (YYYY-MM-DD).
currency* subkeystringTrading currency of the instrument (ISO 4217).
groupstringInstrument/trading group the security belongs to.
trading_segment_idintegerIdentifier of the trading segment the instrument trades in.
trade_imbalance_mp1integerNet buy/sell trade imbalance attributed to market-participant tier 1.
aggressive_trade_imbalance_mp1integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 1.
passive_trade_imbalance_mp1integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 1.
auction_trade_imbalance_mp1integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 1.
trade_volume_mp1integerExecuted volume attributed to market-participant tier 1.
aggressive_trade_volume_mp1integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 1.
passive_trade_volume_mp1integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 1.
auction_trade_volume_mp1integerExecuted auction-phase volume attributed to market-participant tier 1.
trade_imbalance_mp2integerNet buy/sell trade imbalance attributed to market-participant tier 2.
aggressive_trade_imbalance_mp2integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 2.
passive_trade_imbalance_mp2integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 2.
auction_trade_imbalance_mp2integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 2.
trade_volume_mp2integerExecuted volume attributed to market-participant tier 2.
aggressive_trade_volume_mp2integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 2.
passive_trade_volume_mp2integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 2.
auction_trade_volume_mp2integerExecuted auction-phase volume attributed to market-participant tier 2.
trade_imbalance_mp3integerNet buy/sell trade imbalance attributed to market-participant tier 3.
aggressive_trade_imbalance_mp3integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 3.
passive_trade_imbalance_mp3integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 3.
auction_trade_imbalance_mp3integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 3.
trade_volume_mp3integerExecuted volume attributed to market-participant tier 3.
aggressive_trade_volume_mp3integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 3.
passive_trade_volume_mp3integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 3.
auction_trade_volume_mp3integerExecuted auction-phase volume attributed to market-participant tier 3.
trade_volumeintegerTotal executed volume for the instrument on the day.
aggressive_trade_volumeintegerExecuted aggressive (liquidity-taking) volume.
passive_trade_volumeintegerExecuted passive (liquidity-providing) volume.
auction_trade_volumeintegerExecuted auction-phase volume.
trade_valuefloat64Total executed value (turnover) for the instrument on the day.
aggressive_trade_valuefloat64Executed aggressive (liquidity-taking) value (turnover).
passive_trade_valuefloat64Executed passive (liquidity-providing) value (turnover).
auction_trade_valuefloat64Executed auction-phase value (turnover).
aggressive_trade_imbalance_mp4integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 4.
aggressive_trade_imbalance_mp5integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 5.
aggressive_trade_imbalance_mp6integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 6.
aggressive_trade_imbalance_mp7integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 7.
aggressive_trade_imbalance_mp8integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 8.
aggressive_trade_imbalance_mp9integerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 9.
aggressive_trade_volume_mp4integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 4.
aggressive_trade_volume_mp5integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 5.
aggressive_trade_volume_mp6integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 6.
aggressive_trade_volume_mp7integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 7.
aggressive_trade_volume_mp8integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 8.
aggressive_trade_volume_mp9integerExecuted aggressive (liquidity-taking) volume attributed to market-participant tier 9.
auction_trade_imbalance_mp4integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 4.
auction_trade_imbalance_mp5integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 5.
auction_trade_imbalance_mp6integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 6.
auction_trade_imbalance_mp7integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 7.
auction_trade_imbalance_mp8integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 8.
auction_trade_imbalance_mp9integerNet buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 9.
auction_trade_volume_mp4integerExecuted auction-phase volume attributed to market-participant tier 4.
auction_trade_volume_mp5integerExecuted auction-phase volume attributed to market-participant tier 5.
auction_trade_volume_mp6integerExecuted auction-phase volume attributed to market-participant tier 6.
auction_trade_volume_mp7integerExecuted auction-phase volume attributed to market-participant tier 7.
auction_trade_volume_mp8integerExecuted auction-phase volume attributed to market-participant tier 8.
auction_trade_volume_mp9integerExecuted auction-phase volume attributed to market-participant tier 9.
passive_trade_imbalance_mp4integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 4.
passive_trade_imbalance_mp5integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 5.
passive_trade_imbalance_mp6integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 6.
passive_trade_imbalance_mp7integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 7.
passive_trade_imbalance_mp8integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 8.
passive_trade_imbalance_mp9integerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 9.
passive_trade_volume_mp4integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 4.
passive_trade_volume_mp5integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 5.
passive_trade_volume_mp6integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 6.
passive_trade_volume_mp7integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 7.
passive_trade_volume_mp8integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 8.
passive_trade_volume_mp9integerExecuted passive (liquidity-providing) volume attributed to market-participant tier 9.
trade_imbalance_mp4integerNet buy/sell trade imbalance attributed to market-participant tier 4.
trade_imbalance_mp5integerNet buy/sell trade imbalance attributed to market-participant tier 5.
trade_imbalance_mp6integerNet buy/sell trade imbalance attributed to market-participant tier 6.
trade_imbalance_mp7integerNet buy/sell trade imbalance attributed to market-participant tier 7.
trade_imbalance_mp8integerNet buy/sell trade imbalance attributed to market-participant tier 8.
trade_imbalance_mp9integerNet buy/sell trade imbalance attributed to market-participant tier 9.
trade_volume_mp4integerExecuted volume attributed to market-participant tier 4.
trade_volume_mp5integerExecuted volume attributed to market-participant tier 5.
trade_volume_mp6integerExecuted volume attributed to market-participant tier 6.
trade_volume_mp7integerExecuted volume attributed to market-participant tier 7.
trade_volume_mp8integerExecuted volume attributed to market-participant tier 8.
trade_volume_mp9integerExecuted volume attributed to market-participant tier 9.

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