Get Trade Flow

Per-minute taker buy/sell flow for one perp, newest last, dense.

Every row is one closed UTC minute. buy_notional / sell_notional are USD notional by AGGRESSOR side (HL B = taker bought, A = taker sold); their sum is the minute's total traded notional. vwap is that minute's notional-weighted price; max_fill_usd the largest single fill; large_fill_share the share of notional from fills at or above large_fill_usd (null when none qualify). cvd_usd is the cumulative buy-minus-sell notional running from window_start — it resets per request, so compare rows within one response only.

partial: true means our socket did not watch the whole minute (a reconnect, a deploy). Such minutes come back with null notional when nothing was captured, and are NOT back-filled — HL's public stream has no replay. A covered minute with no fills is a genuine zero (0.0, partial: false). stream.coverage_pct is the share of the last 60 minutes fully watched.

The current, still-open minute is never included. 503 trade_flow_warming until the first bucket closes (about a minute after the collector starts); 404 for a coin HL does not list. Pro.