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Data Fields

Columns available to factor expressions in the data-processing and extraction node, including base market fields, on-chain fundamentals, and BTC/ETH order-book fields

The data-processing and extraction node is the only node that actually retrieves base fields globally. It reads parameters from the upstream data-source card, retrieves OHLCV market data and on-chain fundamentals through exchange APIs, and aligns them on a common timeline. The fields below can be referenced by name in all expression inputs (factor / label / filter) of this node. The engine also retrieves a base column used only by a filter even when no factor or label uses it. However, reference ≠ output: the node emits only timestamp, symbol, and assigned variables whose names do not begin with _. Raw OHLCV and fundamental fields are not forwarded downstream by default. If a downstream strategy, custom, or AI-model node needs a raw field such as close, explicitly pass it through in a factor expression, for example close = close.

Two data-access channels (do not confuse them):① Feature DataFrame pipeline — only the data-processing node's DSL expressions can retrieve base columns into the DataFrame. Columns available downstream are exactly the columns actually emitted upstream. custom-processing has ctx.exchange disabled and cannot retrieve market data.② Runtime Python SDK — only custom trading logic (custom-strategy) can actively query market data in init/handle_data/handle_tick through methods such as get_price / get_ticker / get_klines / get_funding_rate on ctx.exchange[0]. This channel is independent of the DataFrame pipeline. It is unavailable to custom-processing and visual strategy, position, and risk nodes.
  • Base fields: timestamp, symbol, and OHLCV; available for all assets.
  • Fundamental fields: on-chain activity, capital flows, derivatives, order-book, and holder-structure metrics. Asset coverage differs by field; order-book fields support BTC and ETH only. Use the Supported assets column below as the source of truth.
  • Examples: close / ta_ma(close, 20) - 1, exchange_inflow / supply_circulating.

1. Base Fields (All Assets)

The data-processing and extraction node can retrieve these base columns for every asset. They may participate in factor, label, and filter expressions in this node, but are not emitted downstream by default. To use close or another raw field downstream, explicitly pass it through in a factor expression, for example close = close.

FieldTypeDescriptionSupported assets
timestampdatetimeCandlestick timestamp (UTC)All data sources
symbolstringTrading pair symbol, available in multi-asset modeAll data sources
openfloatOpening priceAll assets
highfloatHighest priceAll assets
lowfloatLowest priceAll assets
closefloatClosing priceAll assets
volumefloatTrading volumeAll assets

2. Fundamental Fields

A total of 81 on-chain, derivatives, order-book, and social metrics organized into 14 business categories. Each field may be available for only a subset of assets; use the Supported assets column as the source of truth.

Showing 81 / 81 fields

Market and valuation

Market capitalization, realized capitalization, and drawdown metrics3 fields
FieldTypeDescriptionSupported assets
drawdown_from_high
float
Percentage drawdown of the current price from its all-time high.
1INCH2ZAAVEACHADAAIOZAKTALCHALGOAMPAPEAPT
market_cap
float
Total market capitalization denominated in US dollars.
1INCH2ZAAVEACHADAAIOZAKTALCHALGOAMPAPEAPT
realized_cap
float
Market capitalization calculated by valuing each coin at the price when it last moved.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS

Supply and circulation

Circulating supply, liquidity, profit/loss supply, and coin-age distribution13 fields
FieldTypeDescriptionSupported assets
supply_circulating
float
Total amount of the asset currently in circulation.
1INCH2ZAAVEACHADAAIOZAKTALCHALGOAMPAPEAPT
coin_days_destroyed
float
Coin-age-weighted volume destroyed, measuring activity among long-term holders.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
supply_loss
float
Amount of supply currently at a loss at the prevailing price.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
supply_moved_1y_ratio
float
Percentage of circulating supply that has not moved for at least one year (a HODL indicator).
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
supply_profit
float
Amount of supply currently in profit at the prevailing price.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
supply_moved_1d
float
Amount of supply transferred within the past 24 hours.
2ZALCHBNBBONKBTCDOGDOGEDRIFTETHFARTCOINHNTJLP
supply_moved_1m_3m
float
Supply whose most recent activity occurred between one and three months ago.
2ZALCHBNBBONKBTCDOGDOGEDRIFTETHFARTCOINHNTJLP
supply_moved_1w_1m
float
Supply whose most recent activity occurred between one week and one month ago.
2ZALCHBNBBONKBTCDOGDOGEDRIFTETHFARTCOINHNTJLP
supply_moved_6m_12m
float
Supply whose most recent activity occurred between six and twelve months ago.
2ZALCHBNBBONKBTCDOGDOGEDRIFTETHFARTCOINHNTJLP
exchange_supply_ratio
float
Percentage of circulating supply held in known exchange wallets.
1INCHAIOZBATBTCCHZCOMPCOWCROCVXDYDXEIGENETH
entity_large
float
Number of entities holding at least 1,000 units of the asset.
BTC
supply_illiquid
float
Supply classified as illiquid because it is transferred very infrequently.
BTC
supply_liquid
float
Supply classified as liquid because it is traded frequently.
BTC

On-chain activity

Active addresses, new addresses, transaction count, and transfer volume9 fields
FieldTypeDescriptionSupported assets
address_active
float
Number of distinct addresses active on-chain during the current period.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
address_new
float
Number of new addresses appearing with a non-zero balance for the first time; an indicator of user growth.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
miner_fee
float
Total on-chain transaction fees paid to miners.
BNBBTCDOGEETHSOLTRXXRP
transaction_count
float
Total number of successful on-chain transactions.
BNBBTCDOGEETHSOLTRXXRP
transfer_adjusted
float
Net on-chain transfer volume after transfers within the same entity are excluded.
BTCETH
entity_active
float
Number of unique entities active as senders or recipients.
BTC
entity_growth
float
Net growth in the number of unique on-chain entities.
BTC
entity_profit_ratio
float
Percentage of entities currently in profit.
BTC
mempool_pending
float
Number of transactions waiting in the mempool to be included in a block.
BTC

Capital flows

Exchange flows, balances, and large-holder transfers5 fields
FieldTypeDescriptionSupported assets
exchange_balance
float
Total amount of the asset held in known exchange wallets.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
exchange_inflow
float
Amount transferred into exchange addresses; commonly used to assess potential selling pressure.
1INCHAAVEACHAIOZAMPAPEAXLAXSBABYDOGEBATBLURBMX
exchange_outflow
float
Amount transferred out of exchange addresses; commonly used to assess accumulation behavior.
1INCHAAVEACHAIOZAMPAPEAXLAXSBABYDOGEBATBLURBMX
whale_deposit
float
Amount transferred from whale wallets holding more than 1,000 BTC to exchanges.
BTC
whale_withdraw
float
Amount transferred from exchanges to whale wallets holding more than 1,000 BTC.
BTC

Holder behavior

Long- and short-term holder supply, profit/loss, and net changes7 fields
FieldTypeDescriptionSupported assets
longterm_holder_delta
float
Net change in supply held by long-term holders.
BTC
longterm_holder_loss
float
Amount of long-term-holder supply currently at a loss.
BTC
longterm_holder_profit
float
Amount of long-term-holder supply currently in profit.
BTC
longterm_holder_supply
float
Total supply held by long-term holders for more than 155 days.
BTC
shortterm_holder_loss
float
Amount of short-term-holder supply currently at a loss.
BTC
shortterm_holder_profit
float
Amount of short-term-holder supply currently in profit.
BTC
shortterm_holder_supply
float
Total supply held by short-term holders for fewer than 155 days.
BTC

Profit and loss

Realized profit/loss, SOPR, and coin-days destroyed3 fields
FieldTypeDescriptionSupported assets
realized_loss
float
Total realized loss from all spent UTXOs.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
realized_profit
float
Total realized profit from all spent UTXOs.
1INCH2ZAAVEACHAIOZALCHAMPAPEASTRATHAXLAXS
sopr_adjusted
float
Spent Output Profit Ratio (SOPR) after excluding noise from UTXOs created less than one hour earlier; used to identify profit/loss turning points.
BTC

Derivatives

Open interest, funding, liquidations, and options metrics8 fields
FieldTypeDescriptionSupported assets
futures_open_interest
float
Total open interest in futures contracts across exchanges.
1INCH2ZAAVEACHADAAIOZAKTALCHALGOAMPAPEAPT
perp_funding
float
Funding rate (%) for perpetual contracts across exchanges.
1INCH2ZAAVEACHADAAIOZAKTALCHALGOAMPAPEAPT
long_liquidation
float
Trading volume from forced liquidation of long positions across the market.
1INCH2ZAAVEACHADAAIOZAKTALCHALGOAPEAPTAR
short_liquidation
float
Trading volume from forced liquidation of short positions across the market.
1INCH2ZAAVEACHADAAIOZAKTALCHALGOAPEAPTAR
leverage_ratio
float
Ratio of open interest on derivatives exchanges to their on-chain holdings; a measure of overall market leverage.
1INCHAAVEACHAIOZAMPAPEASTRATHAXLAXSBABYDOGEBAT
options_open_interest
float
Total open interest in options contracts across the market.
BTCETHSOLXRP
options_volume
float
Total options contract trading volume over the past 24 hours.
BTCETHSOLXRP
put_call_ratio
float
Ratio of put to call open interest in the options market; a sentiment indicator.
BTCETHSOLXRP

Mining and hash rate

Hash rate, difficulty, miner revenue, reserves, and transfers5 fields
FieldTypeDescriptionSupported assets
difficulty
float
Latest mining difficulty value.
BTC
hash_rate
float
Average hash rate of the network.
BTC
miner_deposit
float
Amount transferred from miner addresses to exchanges; commonly used to assess miner selling pressure.
BTC
miner_reserve
float
Total amount of the asset held in miner wallets.
BTC
miner_revenue
float
Total miner revenue from block rewards and transaction fees.
BTC

Ethereum-specific

ETH staking, validators, DeFi TVL, contract supply, and burns7 fields
FieldTypeDescriptionSupported assets
supply_contract
float
Total amount of the asset locked in or held by smart contracts.
1INCHAAVEACHAIOZAMPAPEASTRATHAXLAXSBABYDOGEBAT
burn_rate
float
Rate at which ETH was burned during the current period.
ETH
estimated_annual_issuance
float
Estimated annual ETH issuance based on the current active validator count.
ETH
staking_total
float
Total amount of ETH staked in Ethereum 2.0.
ETH
supply_burned
float
Cumulative amount of ETH burned.
ETH
validator_count
float
Number of active validators participating in the Ethereum consensus layer.
ETH
value_locked
float
Total value locked in DeFi protocols.
ETH

Bitcoin-specific

SegWit and Taproot adoption, S2F, and halving metrics4 fields
FieldTypeDescriptionSupported assets
s2f_days_till_halving
float
Number of days remaining until the next Bitcoin halving event.
BTC
s2f_model_price
float
Theoretical BTC price produced by the Stock-to-Flow model.
BTC
segwit_ratio
float
Level of SegWit adoption across the Bitcoin network.
BTC
taproot_ratio
float
Level of Taproot adoption across the Bitcoin network.
BTC

Institutional holdings

Holdings reported by public companies and institutional entities2 fields
FieldTypeDescriptionSupported assets
corporate_holding
float
Total amount of the asset held by public companies and institutional entities.
AVAXBNBBTCCORECRODOGEETHINJLINKLTCNEARPUMP
stablecoin_ratio
float
Ratio of Bitcoin market capitalization to stablecoin market capitalization (SSR), measuring stablecoin purchasing power.
BTC

Social and development

Social sentiment and GitHub development activity2 fields
FieldTypeDescriptionSupported assets
social_sentiment
float
Weighted sentiment score derived from social-media discussion volume and direction.
1INCHAIOZAKTASTRBATBTCCELOCFXCHZCKBCOMPCOW
dev_activity
float
Project development activity measured by GitHub events such as commits, issues, and pull requests.
1INCHAIOZAKTASTRBTCCELOCFXCKBCOMPCORECOWCRV

ETF flows

Net flows for US spot ETFs1 fields
FieldTypeDescriptionSupported assets
etf_netflow
float
Net capital flow into major US spot BTC and ETH ETFs.
BTCDOGEETHHBARLINKLTCSOLXRP

Order book and liquidity

BTC and ETH spread, depth, impact, and liquidity changes12 fields
FieldTypeDescriptionSupported assets
orderbook_depth_delta_quote
float
Net change in near-book depth, denominated in the quote currency; positive values indicate replenished liquidity.
BTCETH
orderbook_depth_imbalance
float
Near-book bid/ask depth imbalance in the range [-1, 1]; positive values indicate stronger bid-side depth.
BTCETH
orderbook_depth_quote_ask
float
Ask depth within 25 bps of the mid-price, denominated in the quote currency.
BTCETH
orderbook_depth_quote_bid
float
Bid depth within 25 bps of the mid-price, denominated in the quote currency.
BTCETH
orderbook_depth_slope_ask
float
Ratio of outer to inner ask depth within 25 bps, measuring the distribution of sell-side liquidity.
BTCETH
orderbook_depth_slope_bid
float
Ratio of outer to inner bid depth within 25 bps, measuring the distribution of buy-side liquidity.
BTCETH
orderbook_price_impact_buy
float
Estimated price impact, in bps, of buying a notional value of USD 100,000.
BTCETH
orderbook_price_impact_sell
float
Estimated price impact, in bps, of selling a notional value of USD 100,000.
BTCETH
orderbook_spread
float
Time-weighted mean best-bid/ask spread during the current period, in bps; lower values generally indicate better liquidity.
BTCETH
orderbook_spread_close
float
Best-bid/ask spread at the close of the current candlestick, in bps.
BTCETH
orderbook_spread_max
float
Maximum best-bid/ask spread during the current period, in bps.
BTCETH
orderbook_spread_min
float
Minimum best-bid/ask spread during the current period, in bps.
BTCETH
Usage Tips
  • Write the field name directly in an expression, for example exchange_inflow - exchange_outflow.
  • If the target asset is absent from a field's Supported assets column, that field returns NaN for the corresponding sample, and the factor also becomes NaN for that sample. Use the field only for supported assets.
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