Swarm

market.microstructure

Derived-only microstructure snapshot: order-flow imbalance, VPIN toxicity bucket, and effective half-spread — percentile-ranked within the series. Pro tool.

Remote blink-kt/quant-swarm

Remote (network-hosted)

Other tools also called market.microstructure? See providers with this name

Input Schema


            {
  "type": "object",
  "properties": {
    "bars": {
      "anyOf": [
        {
          "type": "array",
          "items": {
            "type": "object",
            "additionalProperties": true
          }
        },
        {
          "type": "null"
        }
      ],
      "title": "Bars",
      "default": null,
      "description": "Optional caller-supplied OHLCV rows [{symbol, ts, open, high, low, close, volume}]."
    },
    "symbol": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "title": "Symbol",
      "default": null,
      "description": "Ticker to analyze (served from the shared cache/relay); omit when passing your own bars."
    }
  }
}
          

Provider

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