Aquis Flow Analytics

Aquis Flow Analytics

Aquis Flow Analytics (AFA) provides flow-oriented analytics for Aquis 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 Aquis 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

Category:
Analytics
Type:
historical
Workspace:
AQUIS
Dataset Id:
AQ_FLOW_ANALYTICS
Region:
EU
Records:
1,892,421
Newest Record:
10/23/2026
Oldest Record:
01/02/2018
Updated At:
10/23/2026

Start building with this dataset

Get API access in minutes.

Use Cases

  • Flow composition and microstructure analysis on Aquis
  • Customer vs. non-customer participation monitoring
  • Aggressive vs. passive flow profiling
  • Best-execution and venue analysis
  • Quantitative research on pan-European equity trading

Highlights

Pairs naturally with Aquis Concentration Analytics.

Provider

AQUIS Logo
Published ByAQUIS

Methods

Example API Request URL

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.
mic* subkeystringMarket Identifier Code (ISO 10383) of the trading venue.
date* indexstringTrading date the metrics are computed for (YYYY-MM-DD).
currencystringTrading currency of the instrument (ISO 4217).
groupstringInstrument/trading group the security belongs to.
trade_imbalance_customerintegerNet buy/sell trade imbalance attributed to customer (client) flow.
aggressive_trade_imbalance_customerintegerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to customer (client) flow.
passive_trade_imbalance_customerintegerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to customer (client) flow.
trade_volume_customerintegerExecuted volume attributed to customer (client) flow.
aggressive_trade_volume_customerintegerExecuted aggressive (liquidity-taking) volume attributed to customer (client) flow.
passive_trade_volume_customerintegerExecuted passive (liquidity-providing) volume attributed to customer (client) flow.
trade_volumeintegerTotal executed volume for the instrument on the day.
aggressive_trade_volumeintegerExecuted aggressive (liquidity-taking) volume.
passive_trade_volumeintegerExecuted passive (liquidity-providing) 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).

* required

HTTP REQUEST
GET/v1/data/CORE/AQ_FLOW_ANALYTICS?last=1
HTTP RESPONSE
Please Apply a valid Market Signal token to view the response.
If you don't have a token, sign up for a free trial account at /auth/register