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Volume catalog
Volume has two categories: Volume & averages and Relative & unusual volume. Each signal links to its full reference page.
Volume & averages
Absolute trading quantities: today's and prior volumes, dollar volume, averages, bar-level counts.
| Column | Type | Description |
|---|---|---|
avg_volume_10d | bigint | 10-day trailing average daily volume. |
avg_volume_30d | bigint | 30-day trailing average daily volume. |
day_dollar_volume | numeric | Today’s cumulative dollar volume traded. |
min_day_accumulated_dollar_volume | numeric | Today’s cumulative dollar volume across the session so far. |
min_day_accumulated_volume | bigint | Today’s cumulative shares traded across the session so far (4 AM ET onward). |
min_dollar_volume | numeric | Current minute bar’s dollar volume (close × volume approximation). |
min_trade_count | integer | Current minute bar’s number of trades. |
min_volume | integer | Current minute bar’s accumulated shares traded. |
prev_day_volume | bigint | Previous trading day’s total volume (raw shares). |
volume_today | bigint | Shares traded so far today. |
Relative & unusual volume
Trading activity relative to baseline: relative volume, bursts, unusual-volume booleans, liquidity conditions.
| Column | Type | Description |
|---|---|---|
relative_volume | numeric | Ratio of today’s pace-adjusted volume to the 10-day average. 2.0 means 2× normal. |
volume_change_vs_avg | numeric | Ratio of today’s pace-adjusted volume to its 10-day average. Numeric surface of the same denominator relative_volume uses. |
volume_trend_5d | text | Slope of daily volume regressed over the last 5 trading days. Positive = building, negative = drying. |
high_volume_alert | event | Volume is running well above its 10-day average. On the live row: this minute traded more than 5x a typical minute. In daily history: the day traded at least 2x its 10-day average.minute_volume > 5 x (avg_volume_10d / 390), i.e. this minute's volume exceeds 5x the typical per-minute pace from the 10-day average |
illiquid | state | Thinly traded — 10-day average volume is under 100k shares.avg_volume_10d < 100000 |
low_volume_regime | state | In a sustained quiet stretch — the last 30 minutes traded at or below 30% of this name's usual volume for this time of day.sum(volume, trailing 30 min) / expected_30min <= 0.30 to turn on; stays on until > 0.60. expected_30min = this bucket's median 15-min volume + the previous bucket's, medians over the last 20 sessions (volume_profile). Regular hours only; null until the name has a profile. |
quiet_minute | state | A sustained quiet stretch — 10-minute volume average well below recent baseline.avg(volume, 10m) < 0.5 * avg(volume, prior 30m) |
volume_burst_3x | event | Current minute volume ≥ 3× recent average.volume >= 3 * avg(volume, 30 min prior) |
volume_burst_5x | event | Current minute volume ≥ 5× recent average.volume >= 5 * avg(volume, 30 min prior) |