SIX Flow Analytics 2.0
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
- 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).
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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
Methods
https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS_V2?token=<your token>https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS_V2/isin?token=<your token>https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS_V2/isin/date?token=<your token>- https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS_V2/CH0038863350
- https://api.marketsignal.six-group.com/v1/data/CORE/SIX_FLOW_ANALYTICS_V2/CH0038863350?from=2026-07-01&to=2026-07-31&format=csv
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_mp1 | integer | Net buy/sell trade imbalance attributed to market-participant tier 1. |
| aggressive_trade_imbalance_mp1 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 1. |
| passive_trade_imbalance_mp1 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 1. |
| auction_trade_imbalance_mp1 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 1. |
| trade_volume_mp1 | integer | Executed volume attributed to market-participant tier 1. |
| aggressive_trade_volume_mp1 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 1. |
| passive_trade_volume_mp1 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 1. |
| auction_trade_volume_mp1 | integer | Executed auction-phase volume attributed to market-participant tier 1. |
| trade_imbalance_mp2 | integer | Net buy/sell trade imbalance attributed to market-participant tier 2. |
| aggressive_trade_imbalance_mp2 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 2. |
| passive_trade_imbalance_mp2 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 2. |
| auction_trade_imbalance_mp2 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 2. |
| trade_volume_mp2 | integer | Executed volume attributed to market-participant tier 2. |
| aggressive_trade_volume_mp2 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 2. |
| passive_trade_volume_mp2 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 2. |
| auction_trade_volume_mp2 | integer | Executed auction-phase volume attributed to market-participant tier 2. |
| trade_imbalance_mp3 | integer | Net buy/sell trade imbalance attributed to market-participant tier 3. |
| aggressive_trade_imbalance_mp3 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 3. |
| passive_trade_imbalance_mp3 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 3. |
| auction_trade_imbalance_mp3 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 3. |
| trade_volume_mp3 | integer | Executed volume attributed to market-participant tier 3. |
| aggressive_trade_volume_mp3 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 3. |
| passive_trade_volume_mp3 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 3. |
| auction_trade_volume_mp3 | integer | Executed auction-phase volume attributed to market-participant tier 3. |
| trade_volume | integer | Total executed volume for the instrument on the day. |
| aggressive_trade_volume | integer | Executed aggressive (liquidity-taking) volume. |
| passive_trade_volume | integer | Executed passive (liquidity-providing) volume. |
| auction_trade_volume | integer | Executed auction-phase volume. |
| trade_value | float64 | Total executed value (turnover) for the instrument on the day. |
| aggressive_trade_value | float64 | Executed aggressive (liquidity-taking) value (turnover). |
| passive_trade_value | float64 | Executed passive (liquidity-providing) value (turnover). |
| auction_trade_value | float64 | Executed auction-phase value (turnover). |
| aggressive_trade_imbalance_mp4 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 4. |
| aggressive_trade_imbalance_mp5 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 5. |
| aggressive_trade_imbalance_mp6 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 6. |
| aggressive_trade_imbalance_mp7 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 7. |
| aggressive_trade_imbalance_mp8 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 8. |
| aggressive_trade_imbalance_mp9 | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to market-participant tier 9. |
| aggressive_trade_volume_mp4 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 4. |
| aggressive_trade_volume_mp5 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 5. |
| aggressive_trade_volume_mp6 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 6. |
| aggressive_trade_volume_mp7 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 7. |
| aggressive_trade_volume_mp8 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 8. |
| aggressive_trade_volume_mp9 | integer | Executed aggressive (liquidity-taking) volume attributed to market-participant tier 9. |
| auction_trade_imbalance_mp4 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 4. |
| auction_trade_imbalance_mp5 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 5. |
| auction_trade_imbalance_mp6 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 6. |
| auction_trade_imbalance_mp7 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 7. |
| auction_trade_imbalance_mp8 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 8. |
| auction_trade_imbalance_mp9 | integer | Net buy/sell trade imbalance for auction-phase trades attributed to market-participant tier 9. |
| auction_trade_volume_mp4 | integer | Executed auction-phase volume attributed to market-participant tier 4. |
| auction_trade_volume_mp5 | integer | Executed auction-phase volume attributed to market-participant tier 5. |
| auction_trade_volume_mp6 | integer | Executed auction-phase volume attributed to market-participant tier 6. |
| auction_trade_volume_mp7 | integer | Executed auction-phase volume attributed to market-participant tier 7. |
| auction_trade_volume_mp8 | integer | Executed auction-phase volume attributed to market-participant tier 8. |
| auction_trade_volume_mp9 | integer | Executed auction-phase volume attributed to market-participant tier 9. |
| passive_trade_imbalance_mp4 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 4. |
| passive_trade_imbalance_mp5 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 5. |
| passive_trade_imbalance_mp6 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 6. |
| passive_trade_imbalance_mp7 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 7. |
| passive_trade_imbalance_mp8 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 8. |
| passive_trade_imbalance_mp9 | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to market-participant tier 9. |
| passive_trade_volume_mp4 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 4. |
| passive_trade_volume_mp5 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 5. |
| passive_trade_volume_mp6 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 6. |
| passive_trade_volume_mp7 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 7. |
| passive_trade_volume_mp8 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 8. |
| passive_trade_volume_mp9 | integer | Executed passive (liquidity-providing) volume attributed to market-participant tier 9. |
| trade_imbalance_mp4 | integer | Net buy/sell trade imbalance attributed to market-participant tier 4. |
| trade_imbalance_mp5 | integer | Net buy/sell trade imbalance attributed to market-participant tier 5. |
| trade_imbalance_mp6 | integer | Net buy/sell trade imbalance attributed to market-participant tier 6. |
| trade_imbalance_mp7 | integer | Net buy/sell trade imbalance attributed to market-participant tier 7. |
| trade_imbalance_mp8 | integer | Net buy/sell trade imbalance attributed to market-participant tier 8. |
| trade_imbalance_mp9 | integer | Net buy/sell trade imbalance attributed to market-participant tier 9. |
| trade_volume_mp4 | integer | Executed volume attributed to market-participant tier 4. |
| trade_volume_mp5 | integer | Executed volume attributed to market-participant tier 5. |
| trade_volume_mp6 | integer | Executed volume attributed to market-participant tier 6. |
| trade_volume_mp7 | integer | Executed volume attributed to market-participant tier 7. |
| trade_volume_mp8 | integer | Executed volume attributed to market-participant tier 8. |
| trade_volume_mp9 | integer | Executed volume attributed to market-participant tier 9. |
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