Endpoints/v1/vpin/{symbol}

/v1/vpin/{symbol}

Volume-synchronized informed trading probability

GET/v1/vpin/{symbol}

Returns the Volume-Synchronized Probability of Informed Trading (VPIN) metric for the specified symbol. VPIN measures order flow toxicity by comparing buy-initiated and sell-initiated volume. Elevated VPIN readings indicate that informed traders are active, often preceding sharp moves or liquidity deterioration.

Parameters

Path Parameters

Name	Type	Required	Description
symbol	string	Required	Underlying symbol. One of: SPX, SPY, QQQ, IWM, NDX, RUT.

Response

The response data object contains:

vpinnumberVPIN value from 0.0 to 1.0. Values above 0.7 indicate high order flow toxicity.

sourcestringData source used for the VPIN computation: "live", "delayed", or "simulator"

num_strikesnumberNumber of option strikes included in the VPIN calculation

Warning

VPIN above 0.8 can appear around severe liquidity stress. Use VPIN in conjunction with regime and DSI data for a broader risk picture.

/v1/vpin/{symbol}

Volume-synchronized informed trading probability

GET/v1/vpin/{symbol}

Name

Type

Required

Description

symbol

string

Required

Underlying symbol. One of: SPX, SPY, QQQ, IWM, NDX, RUT.

Response

The response data object contains:

vpinnumberVPIN value from 0.0 to 1.0. Values above 0.7 indicate high order flow toxicity.

sourcestringData source used for the VPIN computation: "live", "delayed", or "simulator"

num_strikesnumberNumber of option strikes included in the VPIN calculation

Warning

VPIN above 0.8 can appear around severe liquidity stress. Use VPIN in conjunction with regime and DSI data for a broader risk picture.

/v1/vpin/{symbol}

Parameters

Path Parameters

Response

Preparing market intelligence.

/v1/vpin/{symbol}

Parameters

Path Parameters

Response